+482.8%
NOC vs AMC
-97.7%
+580.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -5.8% | +2.6% | -8.4% | -5.9% |
| 30D | +10.9% | +9.0% | +1.9% | +10.8% |
| 3M | -7.1% | +22.2% | -29.3% | -7.3% |
| 6M | -5.3% | +91.5% | -96.8% | -6.1% |
| YTD | -6.8% | +101.3% | -108.1% | -7.6% |
| 1Y | -6.7% | +20.8% | -27.5% | -7.1% |
| 3Y | +17.2% | -71.3% | +88.5% | +17.4% |
| 5Y | +56.3% | -99.2% | +155.5% | +59.6% |
| 10Y | +173.7% | -98.7% | +272.4% | +188.0% |
| All | +482.8% | -97.7% | +580.5% | +460.4% |
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 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