-6.7%
NOC vs AMC
+24.6%
-31.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | 0.0% |
| 7D | -5.8% | +2.6% | -8.4% | -5.8% |
| 30D | +10.9% | +9.0% | +1.9% | +11.0% |
| 3M | -7.1% | +22.2% | -29.3% | -7.0% |
| 6M | -5.3% | +91.5% | -96.8% | -5.8% |
| YTD | -6.8% | +101.3% | -108.1% | -6.0% |
| 1Y | -6.7% | +20.8% | -27.5% | -3.8% |
| All | -6.7% | +24.6% | -31.3% | -3.8% |
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