+65.8%
NOC vs AMC
-99.2%
+165.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +4.8% | +3.5% | +1.3% | +4.8% |
| 30D | +11.0% | +12.5% | -1.4% | +11.0% |
| 3M | -3.8% | +23.6% | -27.4% | -3.9% |
| 6M | +0.6% | +144.4% | -143.7% | 0.0% |
| YTD | -2.3% | +108.3% | -110.6% | -2.8% |
| 1Y | +0.3% | +38.9% | -38.6% | -0.1% |
| 3Y | +24.6% | -58.9% | +83.5% | +24.6% |
| All | +65.8% | -99.2% | +165.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling