+7,565.7%
AMD vs NSC
+328.8%
+7,236.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.4% |
| 7D | +2.6% | -5.5% | +8.1% | +5.8% |
| 30D | -0.9% | -3.2% | +2.3% | +0.7% |
| 3M | -8.7% | +7.7% | -16.4% | -13.1% |
| 6M | +136.3% | +4.5% | +131.8% | +127.6% |
| YTD | +123.0% | +15.6% | +107.4% | +101.5% |
| 1Y | +195.2% | +19.8% | +175.3% | +160.0% |
| 3Y | +336.3% | +70.1% | +266.2% | +202.3% |
| 5Y | +334.5% | +46.1% | +288.3% | +229.3% |
| All | +7,565.7% | +328.8% | +7,236.8% | +2,832.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling