+28.4%
NOC vs AMCR
+8.2%
+20.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.3% |
| 30D | -9.4% | -8.0% | -1.5% | -8.7% |
| 3M | -3.8% | +14.3% | -18.1% | -5.3% |
| 6M | -28.8% | +5.3% | -34.1% | -29.3% |
| YTD | -7.9% | +7.7% | -15.6% | -9.1% |
| 1Y | -9.0% | +10.8% | -19.9% | -10.6% |
| All | +28.4% | +8.2% | +20.2% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling