+7.2%
AMT vs NOC
-1.2%
+8.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.4% |
| 7D | +1.6% | -0.3% | +2.0% | +1.6% |
| 30D | +4.5% | +14.1% | -9.7% | +1.3% |
| 3M | +13.8% | -4.6% | +18.4% | +15.0% |
| 6M | +10.0% | +0.7% | +9.3% | +9.3% |
| YTD | +11.8% | -2.6% | +14.4% | +9.6% |
| All | +7.2% | -1.2% | +8.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling