+295.8%
AMD vs NOC
+65.6%
+230.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.8% |
| 7D | +44.7% | +4.5% | +40.2% | +45.2% |
| 30D | -3.3% | +14.1% | -17.4% | -2.3% |
| 3M | +21.2% | -4.5% | +25.6% | +21.3% |
| 6M | +30.6% | -0.8% | +31.3% | +31.2% |
| YTD | +173.3% | -2.5% | +175.8% | +174.9% |
| 1Y | +126.1% | -0.1% | +126.2% | +127.5% |
| 3Y | +393.5% | +24.6% | +368.9% | +400.3% |
| 5Y | +295.8% | +65.6% | +230.2% | +313.4% |
| All | +295.8% | +65.6% | +230.2% | +313.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling