+7.0%
AMT vs NSC
+77.4%
-70.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -5.5% | +5.3% | +0.9% |
| 30D | +4.6% | -3.2% | +7.8% | +5.3% |
| 3M | -8.4% | +7.7% | -16.1% | -9.9% |
| 6M | -6.0% | +4.5% | -10.5% | -7.1% |
| YTD | +2.1% | +15.6% | -13.4% | -1.1% |
| 1Y | -6.4% | +19.8% | -26.2% | -10.0% |
| All | +7.0% | +77.4% | -70.3% | -13.3% |
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