+498.4%
NOC vs AMC
-97.5%
+595.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +2.6% |
| 7D | -2.9% | +6.6% | -9.5% | -3.0% |
| 30D | +12.1% | +14.1% | -2.0% | +12.0% |
| 3M | -5.3% | +31.3% | -36.5% | -5.5% |
| 6M | -1.0% | +126.7% | -127.7% | -1.9% |
| YTD | -4.3% | +117.9% | -122.3% | -5.2% |
| 1Y | -3.6% | +41.1% | -44.7% | -4.2% |
| 3Y | +22.9% | -61.0% | +83.9% | +22.8% |
| 5Y | +60.4% | -99.1% | +159.5% | +63.7% |
| 10Y | +161.3% | -98.7% | +259.9% | +177.7% |
| All | +498.4% | -97.5% | +595.9% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling