-9.7%
NOC vs AMRZ
-14.5%
+4.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | -1.9% | -3.3% | -5.0% |
| 30D | -7.2% | -16.9% | +9.7% | -5.5% |
| 3M | -5.1% | -19.2% | +14.1% | -3.2% |
| 6M | -31.1% | -29.3% | -1.8% | -28.0% |
| YTD | -8.6% | -18.0% | +9.4% | -7.5% |
| 1Y | -9.7% | -15.1% | +5.4% | -9.5% |
| All | -9.7% | -14.5% | +4.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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