-7.5%
NOC vs AMDL
+108.7%
-116.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.5% |
| 7D | -5.0% | -30.7% | +25.8% | -5.8% |
| 30D | +10.3% | -43.8% | +54.1% | +9.0% |
| 3M | -4.3% | -24.5% | +20.2% | -4.6% |
| 6M | -6.5% | +44.7% | -51.2% | -5.8% |
| YTD | -6.7% | +204.0% | -210.7% | -5.3% |
| 1Y | -7.5% | +109.1% | -116.6% | -7.8% |
| All | -7.5% | +108.7% | -116.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling