+301.8%
AMD vs NSC
+74.1%
+227.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.9% | +11.9% |
| 7D | -11.0% | -6.6% | -4.4% | -9.1% |
| 30D | -30.5% | +2.2% | -32.6% | -30.9% |
| 3M | -8.2% | -6.2% | -2.0% | -6.4% |
| 6M | +6.6% | +1.7% | +4.9% | +5.1% |
| YTD | +109.7% | +12.2% | +97.4% | +97.7% |
| 1Y | +88.9% | +15.4% | +73.5% | +75.5% |
| 3Y | +301.8% | +73.3% | +228.5% | +225.4% |
| All | +301.8% | +74.1% | +227.8% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling