+105.4%
AMT vs NSC
+324.0%
-218.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +1.5% | -2.0% | +3.5% | +2.1% |
| 30D | +3.7% | -3.2% | +6.9% | +4.7% |
| 3M | -7.2% | +3.9% | -11.1% | -8.5% |
| 6M | -4.2% | +7.8% | -11.9% | -6.8% |
| YTD | +1.9% | +13.4% | -11.5% | -2.5% |
| 1Y | -6.4% | +20.3% | -26.7% | -12.2% |
| 3Y | +7.7% | +76.1% | -68.3% | -13.0% |
| 5Y | -30.9% | +45.0% | -75.9% | -41.0% |
| 10Y | +105.4% | +335.7% | -230.3% | +40.4% |
| All | +105.4% | +324.0% | -218.6% | +40.4% |
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 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