+334.4%
AMD vs NOC
+25.0%
+309.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.3% |
| 30D | -15.3% | +14.1% | -29.4% | -12.8% |
| 3M | +9.7% | -4.6% | +14.4% | +9.5% |
| 6M | +13.2% | +0.7% | +12.5% | +14.6% |
| YTD | +140.6% | -2.6% | +143.2% | +144.4% |
| 1Y | +111.2% | -1.0% | +112.1% | +115.2% |
| 3Y | +334.4% | +24.5% | +310.0% | +420.7% |
| All | +334.4% | +25.0% | +309.5% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling