+215.4%
AMD vs NOC
-9.0%
+224.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +4.3% |
| 7D | +2.6% | -5.2% | +7.8% | +1.7% |
| 30D | -0.9% | -7.2% | +6.3% | -2.0% |
| 3M | -8.7% | -5.1% | -3.6% | -8.9% |
| 6M | +136.3% | -31.1% | +167.4% | +143.7% |
| YTD | +123.0% | -8.6% | +131.6% | +120.0% |
| All | +215.4% | -9.0% | +224.4% | +220.9% |
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