+79.6%
AMZN vs NOC
+28.8%
+50.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +0.7% |
| 30D | -6.4% | -8.9% | +2.5% | -6.7% |
| 3M | +4.8% | -3.7% | +8.5% | +4.7% |
| 6M | +20.5% | -30.8% | +51.3% | +17.8% |
| YTD | +11.3% | -7.9% | +19.3% | +10.6% |
| 1Y | +9.0% | -9.4% | +18.4% | +8.3% |
| All | +79.6% | +28.8% | +50.8% | +79.0% |
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