+95.5%
AMD vs NSC
+24.4%
+71.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.3% |
| 7D | -15.5% | +1.8% | -17.3% | -15.0% |
| 30D | -22.6% | +8.8% | -31.5% | -20.6% |
| 3M | -5.7% | +1.2% | -7.0% | -4.6% |
| 6M | +43.1% | +11.3% | +31.8% | +47.8% |
| YTD | +128.2% | +20.7% | +107.5% | +140.1% |
| 1Y | +95.5% | +23.4% | +72.1% | +107.7% |
| All | +95.5% | +24.4% | +71.1% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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