-1.2%
NOC vs AMC
+39.6%
-40.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +4.9% | -2.8% | +7.7% | +4.8% |
| 30D | +13.6% | +14.0% | -0.4% | +13.8% |
| 3M | -3.9% | +42.5% | -46.4% | -3.7% |
| 6M | +1.4% | +142.6% | -141.2% | +0.5% |
| YTD | -2.2% | +119.2% | -121.4% | -1.2% |
| 1Y | -1.2% | +40.7% | -41.9% | +1.8% |
| All | -1.2% | +39.6% | -40.8% | +1.8% |
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