+5.9%
NOC vs AMRZ
-17.3%
+23.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.1% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | -8.9% | -9.8% | +1.0% | -8.0% |
| 3M | -3.7% | -17.2% | +13.5% | -2.3% |
| 6M | -30.8% | -26.9% | -3.9% | -28.7% |
| YTD | -7.9% | -21.5% | +13.5% | -6.3% |
| 1Y | -9.4% | -22.9% | +13.5% | -8.2% |
| All | +5.9% | -17.3% | +23.2% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling