+553.0%
AMZN vs NOC
+192.5%
+360.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -7.5% | -9.4% | +2.0% | -6.2% |
| 3M | +5.8% | -3.8% | +9.7% | +6.3% |
| 6M | +17.5% | -28.8% | +46.3% | +23.2% |
| YTD | +9.1% | -7.9% | +17.0% | +9.6% |
| 1Y | +9.4% | -9.0% | +18.4% | +9.9% |
| 3Y | +82.2% | +29.1% | +53.2% | +69.0% |
| 5Y | +45.2% | +58.9% | -13.7% | +24.9% |
| All | +553.0% | +192.5% | +360.5% | +410.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling