+18.4%
NOC vs AMDL
+47.6%
-29.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.3% | +0.3% |
| 7D | -5.8% | -26.2% | +20.4% | -6.1% |
| 30D | +10.9% | -57.1% | +68.0% | +9.7% |
| 3M | -7.1% | -29.8% | +22.7% | -7.3% |
| 6M | -5.3% | -22.2% | +16.9% | -5.3% |
| YTD | -6.8% | +142.1% | -148.9% | -5.6% |
| 1Y | -6.7% | +85.8% | -92.5% | -5.7% |
| All | +18.4% | +47.6% | -29.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling