+471.7%
NOC vs AMC
-98.1%
+569.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.5% |
| 7D | -5.2% | +2.3% | -7.5% | -5.2% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -5.1% | +35.2% | -40.3% | -5.5% |
| 6M | -31.1% | +124.6% | -155.6% | -31.7% |
| YTD | -8.6% | +69.9% | -78.5% | -9.2% |
| 1Y | -9.7% | -2.6% | -7.2% | -10.0% |
| 3Y | +24.3% | -79.8% | +104.0% | +24.8% |
| 5Y | +52.6% | -99.4% | +152.0% | +56.2% |
| 10Y | +183.6% | -98.9% | +282.5% | +197.4% |
| All | +471.7% | -98.1% | +569.7% | +450.7% |
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