+331.1%
AMD vs NOC
+24.5%
+306.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.1% |
| 3M | -8.7% | -5.1% | -3.6% | -9.2% |
| 6M | +136.3% | -31.1% | +167.4% | +128.4% |
| YTD | +123.0% | -8.6% | +131.6% | +122.7% |
| 1Y | +195.2% | -9.7% | +204.9% | +195.4% |
| All | +331.1% | +24.5% | +306.6% | +361.8% |
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