+6,370.3%
AMD vs NSC
+308.0%
+6,062.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.5% | +12.3% |
| 7D | -11.0% | -6.2% | -4.8% | -7.7% |
| 30D | -30.5% | +2.6% | -33.0% | -31.5% |
| 3M | -8.2% | -5.8% | -2.4% | -5.6% |
| 6M | +6.6% | +2.1% | +4.5% | +3.8% |
| YTD | +109.7% | +12.7% | +97.0% | +91.5% |
| 1Y | +88.9% | +15.9% | +73.0% | +69.3% |
| 3Y | +301.8% | +74.0% | +227.8% | +173.9% |
| 5Y | +229.4% | +25.2% | +204.2% | +172.3% |
| All | +6,370.3% | +308.0% | +6,062.3% | +3,169.2% |
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