-7.3%
AMT vs NSC
+20.8%
-28.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +2.0% | -3.4% | +5.4% | +2.7% |
| 3M | -9.3% | +5.1% | -14.3% | -10.8% |
| 6M | -5.2% | +9.2% | -14.4% | -8.5% |
| YTD | +0.5% | +13.4% | -12.9% | -4.3% |
| 1Y | -7.3% | +20.8% | -28.1% | -10.6% |
| All | -7.3% | +20.8% | -28.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling