+1,431.6%
AMT vs NOC
+1,422.1%
+9.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +0.5% | -5.8% | +6.4% | +2.5% |
| 30D | +13.6% | +10.9% | +2.7% | +9.4% |
| 3M | +11.5% | -7.1% | +18.6% | +13.8% |
| 6M | +6.9% | -5.3% | +12.3% | +8.3% |
| YTD | +10.8% | -6.8% | +17.6% | +12.1% |
| 1Y | +10.3% | -6.7% | +17.0% | +11.4% |
| 3Y | +12.4% | +17.2% | -4.8% | +2.9% |
| 5Y | -20.1% | +56.3% | -76.3% | -35.9% |
| 10Y | +116.8% | +173.7% | -56.9% | +36.9% |
| All | +1,431.6% | +1,422.1% | +9.5% | +423.3% |
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