+65.8%
NOC vs AME
+77.7%
-11.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +5.9% | -1.0% | +3.8% |
| 30D | +11.0% | -1.9% | +13.0% | +11.3% |
| 3M | -3.8% | -5.4% | +1.6% | -3.0% |
| 6M | +0.6% | +4.9% | -4.3% | -0.7% |
| YTD | -2.3% | +18.5% | -20.8% | -6.0% |
| 1Y | +0.3% | +25.5% | -25.2% | -4.7% |
| 3Y | +24.6% | +63.0% | -38.4% | +9.8% |
| All | +65.8% | +77.7% | -11.9% | +34.6% |
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