+24.6%
NOC vs AMBA
+21.7%
+2.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.2% |
| 7D | +4.8% | +2.7% | +2.2% | +4.9% |
| 30D | +11.0% | -2.2% | +13.2% | +11.0% |
| 3M | -3.8% | -26.6% | +22.9% | -4.3% |
| 6M | +0.6% | -26.8% | +27.4% | +0.3% |
| YTD | -2.3% | -15.1% | +12.8% | -2.2% |
| 1Y | +0.3% | -32.3% | +32.5% | -0.1% |
| 3Y | +24.6% | +19.8% | +4.8% | +23.0% |
| All | +24.6% | +21.7% | +2.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling