+56.7%
NOC vs AMBA
-70.4%
+127.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | 0.0% |
| 7D | -5.8% | -7.2% | +1.4% | -5.9% |
| 30D | +10.9% | -10.4% | +21.3% | +10.8% |
| 3M | -7.1% | -30.1% | +23.0% | -7.4% |
| 6M | -5.3% | -22.4% | +17.1% | -5.5% |
| YTD | -6.8% | -17.3% | +10.5% | -6.8% |
| 1Y | -6.7% | -35.4% | +28.7% | -6.9% |
| 3Y | +17.2% | +18.6% | -1.4% | +17.2% |
| All | +56.7% | -70.4% | +127.2% | +52.1% |
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