+189.8%
NOC vs AMCR
+14.6%
+175.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.8% | -6.3% | +7.0% | +2.1% |
| 30D | -9.7% | -7.8% | -1.9% | -8.3% |
| 3M | -5.6% | +7.5% | -13.2% | -7.3% |
| 6M | -28.6% | +2.7% | -31.3% | -29.4% |
| YTD | -7.9% | +6.0% | -13.9% | -9.9% |
| 1Y | -9.5% | +7.8% | -17.3% | -11.9% |
| 3Y | +28.4% | +5.8% | +22.6% | +23.6% |
| 5Y | +59.0% | -11.6% | +70.6% | +58.1% |
| All | +189.8% | +14.6% | +175.2% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling