+133.7%
AMT vs NOC
+162.5%
-28.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.2% |
| 7D | +1.6% | -0.3% | +2.0% | +1.6% |
| 30D | +4.5% | +14.1% | -9.7% | +0.1% |
| 3M | +13.8% | -4.6% | +18.4% | +15.1% |
| 6M | +10.0% | +0.7% | +9.3% | +9.2% |
| YTD | +11.8% | -2.6% | +14.4% | +11.3% |
| 1Y | +10.2% | -1.0% | +11.2% | +9.1% |
| 3Y | +15.1% | +24.5% | -9.3% | +3.8% |
| 5Y | -18.8% | +64.3% | -83.1% | -36.3% |
| All | +133.7% | +162.5% | -28.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling