-7.5%
NOC vs AME
+21.1%
-28.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -4.0% |
| 7D | -5.0% | -4.4% | -0.5% | -4.4% |
| 30D | +10.3% | -5.9% | +16.2% | +11.2% |
| 3M | -4.3% | -6.5% | +2.2% | -3.4% |
| 6M | -6.5% | +3.2% | -9.7% | -7.5% |
| YTD | -6.7% | +16.0% | -22.7% | -12.0% |
| 1Y | -7.5% | +20.4% | -27.9% | -13.9% |
| All | -7.5% | +21.1% | -28.6% | -13.9% |
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