+126.1%
AMD vs NOC
-1.3%
+127.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.8% |
| 7D | +44.7% | +4.5% | +40.2% | +46.3% |
| 30D | -3.3% | +14.1% | -17.4% | +0.5% |
| 3M | +21.2% | -4.5% | +25.6% | +21.3% |
| 6M | +30.6% | -0.8% | +31.3% | +33.2% |
| YTD | +173.3% | -2.5% | +175.8% | +175.8% |
| 1Y | +126.1% | -0.1% | +126.2% | +130.6% |
| All | +126.1% | -1.3% | +127.3% | +130.6% |
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