+56.7%
NOC vs AME
+83.9%
-27.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -10.4% | -6.6% | -3.8% | -9.3% |
| 3M | -5.6% | +3.0% | -8.6% | -6.3% |
| 6M | -30.4% | +5.3% | -35.7% | -31.3% |
| YTD | -8.5% | +15.4% | -23.9% | -11.3% |
| 1Y | -8.3% | +26.8% | -35.2% | -12.7% |
| 3Y | +28.2% | +56.5% | -28.3% | +15.1% |
| 5Y | +56.7% | +85.2% | -28.5% | +32.0% |
| All | +56.7% | +83.9% | -27.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling