+186.3%
NOC vs AMC
-98.9%
+285.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | -8.9% | -1.2% | -7.7% | -8.9% |
| 3M | -3.7% | +42.2% | -45.9% | -4.0% |
| 6M | -30.8% | +118.8% | -149.6% | -31.3% |
| YTD | -7.9% | +64.1% | -72.0% | -8.4% |
| 1Y | -9.4% | -9.5% | +0.1% | -9.6% |
| 3Y | +29.0% | -64.3% | +93.3% | +29.0% |
| 5Y | +56.1% | -99.5% | +155.5% | +58.9% |
| 10Y | +186.3% | -98.9% | +285.2% | +191.9% |
| All | +186.3% | -98.9% | +285.2% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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