+24.1%
NOC vs AMDL
+102.5%
-78.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.6% | +17.8% | 0.0% |
| 7D | +4.8% | +37.2% | -32.4% | +5.4% |
| 30D | +11.0% | -24.0% | +35.1% | +10.9% |
| 3M | -3.8% | -1.0% | -2.8% | -3.4% |
| 6M | +0.6% | -3.2% | +3.9% | +1.2% |
| YTD | -2.3% | +232.2% | -234.5% | -0.5% |
| 1Y | +0.3% | +137.7% | -137.5% | +1.8% |
| All | +24.1% | +102.5% | -78.4% | +22.0% |
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