-32.3%
AMT vs NSC
+46.6%
-79.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | +1.8% | -1.9% | +3.8% | +2.4% |
| 3M | -6.2% | +6.2% | -12.4% | -8.1% |
| 6M | -5.0% | +9.2% | -14.2% | -8.0% |
| YTD | +2.1% | +15.0% | -13.0% | -2.8% |
| 1Y | -5.7% | +21.1% | -26.8% | -11.7% |
| 3Y | +7.9% | +78.6% | -70.7% | -15.8% |
| 5Y | -32.3% | +45.9% | -78.2% | -43.3% |
| All | -32.3% | +46.6% | -79.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling