-1.0%
NOC vs AMC
+43.0%
-43.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.8% |
| 7D | -0.3% | +5.5% | -5.8% | -0.2% |
| 30D | +14.1% | +16.1% | -2.0% | +14.3% |
| 3M | -4.6% | +43.0% | -47.6% | -4.4% |
| 6M | +0.7% | +130.7% | -129.9% | +0.1% |
| YTD | -2.6% | +121.8% | -124.4% | -1.6% |
| 1Y | -1.0% | +40.7% | -41.6% | +2.3% |
| All | -1.0% | +43.0% | -43.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling