+8,017.8%
AMD vs NSC
+326.8%
+7,691.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.2% |
| 7D | +10.0% | -1.5% | +11.6% | +11.0% |
| 30D | +4.6% | -1.9% | +6.6% | +5.6% |
| 3M | +3.1% | +6.2% | -3.1% | -0.9% |
| 6M | +162.8% | +9.2% | +153.6% | +146.8% |
| YTD | +136.2% | +15.0% | +121.1% | +113.9% |
| 1Y | +234.0% | +21.1% | +212.9% | +192.2% |
| 3Y | +376.7% | +78.6% | +298.1% | +220.5% |
| 5Y | +376.3% | +45.9% | +330.5% | +261.3% |
| 10Y | +8,017.8% | +326.9% | +7,691.0% | +3,012.7% |
| All | +8,017.8% | +326.8% | +7,691.0% | +3,012.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling