+1,311.4%
AMT vs NOC
+1,393.0%
-81.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -0.2% | -5.2% | +5.0% | +1.6% |
| 30D | +4.6% | -7.2% | +11.8% | +7.2% |
| 3M | -8.4% | -5.1% | -3.3% | -7.1% |
| 6M | -6.0% | -31.1% | +25.0% | +6.3% |
| YTD | +2.1% | -8.6% | +10.7% | +4.3% |
| 1Y | -6.4% | -9.7% | +3.3% | -4.2% |
| 3Y | +8.1% | +24.3% | -16.2% | -3.2% |
| 5Y | -31.9% | +52.6% | -84.6% | -44.9% |
| 10Y | +97.1% | +183.6% | -86.5% | +23.2% |
| All | +1,311.4% | +1,393.0% | -81.7% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling