+58.9%
NOC vs AMP
+118.7%
-59.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -2.0% | +0.3% | -1.5% |
| 30D | -9.4% | -1.7% | -7.8% | -9.2% |
| 3M | -3.8% | +23.2% | -27.1% | -6.6% |
| 6M | -28.8% | +22.2% | -50.9% | -30.8% |
| YTD | -7.9% | +14.0% | -21.9% | -9.7% |
| 1Y | -9.0% | +14.0% | -23.0% | -11.0% |
| 3Y | +29.1% | +67.0% | -37.9% | +17.7% |
| 5Y | +58.9% | +123.2% | -64.3% | +32.0% |
| All | +58.9% | +118.7% | -59.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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