+263,909.3%
AMZN vs NOC
+2,343.0%
+261,566.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.6% |
| 7D | -3.0% | -5.2% | +2.2% | -1.5% |
| 30D | -5.2% | -7.2% | +2.0% | -3.2% |
| 3M | +1.9% | -5.1% | +7.0% | +3.1% |
| 6M | +19.2% | -31.1% | +50.3% | +31.7% |
| YTD | +12.0% | -8.6% | +20.6% | +13.5% |
| 1Y | +9.7% | -9.7% | +19.4% | +11.3% |
| 3Y | +87.2% | +24.3% | +62.9% | +68.1% |
| 5Y | +48.7% | +52.6% | -4.0% | +21.4% |
| 10Y | +569.3% | +183.6% | +385.7% | +322.3% |
| All | +263,909.3% | +2,343.0% | +261,566.4% | +73,953.3% |
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