+45.2%
AMZN vs NSC
+44.4%
+0.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | -7.5% | -3.4% | -4.1% | -6.1% |
| 3M | +5.8% | +5.1% | +0.8% | +3.1% |
| 6M | +17.5% | +9.2% | +8.3% | +11.8% |
| YTD | +9.1% | +13.4% | -4.3% | +1.7% |
| 1Y | +9.4% | +20.8% | -11.4% | -1.4% |
| 3Y | +82.2% | +76.1% | +6.1% | +29.5% |
| 5Y | +45.2% | +45.3% | -0.1% | +17.1% |
| All | +45.2% | +44.4% | +0.9% | +17.1% |
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 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