-9.7%
NOC vs AME
+29.8%
-39.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | -7.2% | -6.7% | -0.5% | -6.3% |
| 3M | -5.1% | +4.1% | -9.2% | -6.2% |
| 6M | -31.1% | +1.6% | -32.7% | -31.1% |
| YTD | -8.6% | +16.1% | -24.7% | -11.7% |
| 1Y | -9.7% | +27.3% | -37.1% | -13.4% |
| All | -9.7% | +29.8% | -39.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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