+162.8%
NOC vs AMC
-98.7%
+261.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.8% |
| 7D | -0.3% | +5.5% | -5.8% | -0.3% |
| 30D | +14.1% | +16.1% | -2.0% | +14.0% |
| 3M | -4.6% | +43.0% | -47.6% | -4.9% |
| 6M | +0.7% | +130.7% | -129.9% | 0.0% |
| YTD | -2.6% | +121.8% | -124.4% | -3.3% |
| 1Y | -1.0% | +40.7% | -41.6% | -1.4% |
| 3Y | +24.5% | -56.8% | +81.3% | +24.4% |
| 5Y | +64.3% | -99.1% | +163.4% | +66.6% |
| 10Y | +162.8% | -98.7% | +261.4% | +164.3% |
| All | +162.8% | -98.7% | +261.5% | +164.3% |
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