+1,443.4%
AMT vs NSC
+1,695.0%
-251.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -2.4% | -3.5% | +1.2% | -1.2% |
| 30D | +4.2% | +3.9% | +0.3% | +2.7% |
| 3M | +13.4% | -0.8% | +14.2% | +13.5% |
| 6M | +9.4% | +7.1% | +2.3% | +6.2% |
| YTD | +11.7% | +16.4% | -4.8% | +5.1% |
| 1Y | +7.1% | +16.9% | -9.8% | +0.6% |
| 3Y | +15.1% | +78.4% | -63.3% | -9.4% |
| 5Y | -17.9% | +33.1% | -51.0% | -28.9% |
| 10Y | +133.5% | +299.9% | -166.4% | +27.9% |
| All | +1,443.4% | +1,695.0% | -251.7% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling