+65.3%
NOC vs AMBA
-67.9%
+133.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.7% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | +14.1% | -10.5% | +24.6% | +14.0% |
| 3M | -4.6% | -26.4% | +21.8% | -4.9% |
| 6M | +0.7% | -20.9% | +21.6% | +0.6% |
| YTD | -2.6% | -14.8% | +12.2% | -2.6% |
| 1Y | -1.0% | -36.1% | +35.1% | -1.2% |
| 3Y | +24.5% | +20.2% | +4.3% | +24.5% |
| All | +65.3% | -67.9% | +133.2% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling