+272,232.7%
AMZN vs NOC
+2,511.1%
+269,721.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.8% | +4.8% | -2.0% | +1.5% |
| 30D | +5.0% | +11.0% | -6.1% | +1.6% |
| 3M | +0.6% | -3.8% | +4.4% | +1.1% |
| 6M | -1.3% | +0.6% | -1.9% | -2.2% |
| YTD | +15.5% | -2.3% | +17.8% | +14.3% |
| 1Y | +12.2% | +0.3% | +12.0% | +10.1% |
| 3Y | +87.0% | +24.6% | +62.4% | +68.0% |
| 5Y | +51.3% | +66.0% | -14.7% | +20.3% |
| 10Y | +621.7% | +161.2% | +460.5% | +369.3% |
| All | +272,232.7% | +2,511.1% | +269,721.6% | +74,515.9% |
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