-32.3%
AMT vs NOC
+56.8%
-89.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | +1.8% | -8.9% | +10.7% | +3.7% |
| 3M | -6.2% | -3.7% | -2.5% | -5.7% |
| 6M | -5.0% | -30.8% | +25.8% | +1.7% |
| YTD | +2.1% | -7.9% | +10.0% | +3.2% |
| 1Y | -5.7% | -9.4% | +3.7% | -4.6% |
| 3Y | +7.9% | +29.0% | -21.0% | +0.9% |
| 5Y | -32.3% | +56.1% | -88.4% | -39.4% |
| All | -32.3% | +56.8% | -89.1% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling