+11,477.5%
AMD vs NOC
+16,458.4%
-4,980.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.5% |
| 7D | +2.6% | -5.2% | +7.8% | +4.3% |
| 30D | -0.9% | -7.2% | +6.3% | +1.4% |
| 3M | -8.7% | -5.1% | -3.6% | -7.9% |
| 6M | +136.3% | -31.1% | +167.4% | +163.7% |
| YTD | +123.0% | -8.6% | +131.6% | +125.4% |
| 1Y | +195.2% | -9.7% | +204.9% | +199.1% |
| 3Y | +336.3% | +24.3% | +312.1% | +281.5% |
| 5Y | +334.5% | +52.6% | +281.8% | +240.3% |
| 10Y | +6,259.1% | +183.6% | +6,075.5% | +3,758.1% |
| All | +11,477.5% | +16,458.4% | -4,980.9% | +2,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling