+44.9%
AMZN vs NOC
+55.2%
-10.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -1.0% | -1.6% | +0.6% | -1.0% |
| 30D | -9.2% | -10.4% | +1.1% | -9.1% |
| 3M | +3.4% | -5.6% | +9.0% | +3.4% |
| 6M | +18.2% | -30.4% | +48.6% | +18.5% |
| YTD | +9.3% | -8.5% | +17.8% | +9.1% |
| 1Y | +5.9% | -8.3% | +14.3% | +5.7% |
| 3Y | +82.6% | +28.2% | +54.4% | +78.4% |
| 5Y | +44.9% | +56.7% | -11.8% | +37.2% |
| All | +44.9% | +55.2% | -10.3% | +37.2% |
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