+1,032.6%
NOC vs AMCR
+102.7%
+929.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -2.7% | -1.8% | -0.8% | -2.4% |
| 30D | -8.9% | -6.0% | -2.8% | -8.0% |
| 3M | -3.7% | +18.9% | -22.6% | -6.4% |
| 6M | -30.8% | +5.7% | -36.5% | -31.7% |
| YTD | -7.9% | +11.1% | -19.0% | -10.0% |
| 1Y | -9.4% | +14.4% | -23.9% | -11.9% |
| 3Y | +29.0% | +13.0% | +16.0% | +24.4% |
| 5Y | +56.1% | -7.5% | +63.6% | +54.5% |
| 10Y | +186.3% | +20.1% | +166.2% | +163.1% |
| All | +1,032.6% | +102.7% | +929.8% | +914.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling