+888.3%
NOC vs AMBA
+722.2%
+166.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +0.3% |
| 7D | -6.6% | -14.6% | +8.0% | -6.1% |
| 30D | +8.7% | -18.8% | +27.5% | +9.5% |
| 3M | -5.4% | -32.6% | +27.2% | -4.1% |
| 6M | -5.1% | -25.8% | +20.7% | -4.9% |
| YTD | -6.8% | -22.1% | +15.4% | -6.9% |
| 1Y | -6.4% | -36.2% | +29.8% | -5.9% |
| 3Y | +17.3% | +10.0% | +7.4% | +12.8% |
| 5Y | +56.3% | -71.6% | +127.9% | +58.5% |
| 10Y | +173.9% | -4.7% | +178.6% | +138.0% |
| All | +888.3% | +722.2% | +166.1% | +588.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling