+565.7%
AMZN vs NSC
+332.1%
+233.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.3% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | -3.9% | -4.5% | +0.6% | -2.3% |
| 3M | +6.3% | +3.5% | +2.8% | +4.6% |
| 6M | +20.8% | +8.5% | +12.2% | +16.4% |
| YTD | +11.2% | +12.3% | -1.1% | +5.7% |
| 1Y | +11.7% | +18.9% | -7.3% | +3.7% |
| 3Y | +79.4% | +74.1% | +5.3% | +42.1% |
| 5Y | +48.0% | +43.9% | +4.1% | +25.8% |
| All | +565.7% | +332.1% | +233.6% | +286.1% |
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