+15,768.5%
NOC vs AME
+18,709.1%
-2,940.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -7.2% | -6.7% | -0.5% | -5.5% |
| 3M | -5.1% | +4.1% | -9.2% | -6.4% |
| 6M | -31.1% | +1.6% | -32.7% | -31.7% |
| YTD | -8.6% | +16.1% | -24.7% | -12.7% |
| 1Y | -9.7% | +27.3% | -37.1% | -16.0% |
| 3Y | +24.3% | +50.9% | -26.6% | +8.9% |
| 5Y | +52.6% | +81.4% | -28.7% | +26.0% |
| 10Y | +183.6% | +417.0% | -233.4% | +76.9% |
| All | +15,768.5% | +18,709.1% | -2,940.6% | +4,384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling