+184.1%
NOC vs AMBA
-9.0%
+193.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -5.2% | -11.0% | +5.8% | -4.8% |
| 30D | -7.2% | -23.2% | +16.0% | -6.5% |
| 3M | -5.1% | -12.7% | +7.6% | -5.1% |
| 6M | -31.1% | +11.2% | -42.3% | -31.9% |
| YTD | -8.6% | -11.2% | +2.6% | -9.0% |
| 1Y | -9.7% | -22.5% | +12.8% | -9.9% |
| 3Y | +24.3% | -1.3% | +25.6% | +21.0% |
| 5Y | +52.6% | -54.2% | +106.8% | +49.5% |
| All | +184.1% | -9.0% | +193.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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