-2.7%
NOC vs AMIX
-90.1%
+87.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.8% | -9.2% | +2.7% |
| 7D | -2.9% | +1.2% | -4.1% | -2.9% |
| 30D | +12.1% | -45.3% | +57.5% | +12.2% |
| 3M | -5.3% | -83.1% | +77.8% | -5.2% |
| 6M | -1.0% | -76.9% | +75.8% | +0.8% |
| YTD | -4.3% | -85.3% | +81.0% | -1.5% |
| All | -2.7% | -90.1% | +87.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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