+132.8%
AMD vs NOC
-0.8%
+133.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.4% |
| 7D | +13.1% | +4.9% | +8.2% | +14.5% |
| 30D | -7.0% | +13.6% | -20.6% | -3.1% |
| 3M | +16.6% | -3.9% | +20.4% | +16.7% |
| 6M | +20.5% | +1.4% | +19.1% | +23.3% |
| YTD | +158.2% | -2.2% | +160.4% | +167.6% |
| 1Y | +132.8% | -1.2% | +134.0% | +143.3% |
| All | +132.8% | -0.8% | +133.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling