+1,443.4%
AMT vs NOC
+1,497.3%
-54.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.4% | +4.9% | -7.2% | -4.0% |
| 30D | +4.2% | +13.6% | -9.4% | -0.5% |
| 3M | +13.4% | -3.9% | +17.3% | +14.5% |
| 6M | +9.4% | +1.4% | +8.0% | +8.1% |
| YTD | +11.7% | -2.2% | +13.9% | +11.1% |
| 1Y | +7.1% | -1.2% | +8.3% | +6.1% |
| 3Y | +15.1% | +25.0% | -10.0% | +3.0% |
| 5Y | -17.9% | +66.0% | -83.9% | -35.5% |
| 10Y | +133.5% | +161.4% | -27.9% | +50.4% |
| All | +1,443.4% | +1,497.3% | -54.0% | +418.6% |
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