+29.0%
NOC vs AME
+55.3%
-26.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | +2.8% | -5.5% | -3.0% |
| 30D | -8.9% | -6.3% | -2.6% | -8.3% |
| 3M | -3.7% | +5.4% | -9.1% | -4.4% |
| 6M | -30.8% | +7.4% | -38.2% | -31.5% |
| YTD | -7.9% | +16.2% | -24.1% | -9.6% |
| 1Y | -9.4% | +26.8% | -36.2% | -11.7% |
| 3Y | +29.0% | +57.5% | -28.5% | +24.7% |
| All | +29.0% | +55.3% | -26.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling