+39.4%
NSC vs AHR
+406.6%
-367.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.5% | +5.1% | -8.6% | -4.3% |
| 30D | +3.9% | +12.8% | -8.8% | +1.9% |
| 3M | -0.8% | +13.0% | -13.7% | -2.8% |
| 6M | +7.1% | +18.7% | -11.6% | +3.7% |
| YTD | +16.4% | +27.8% | -11.3% | +11.4% |
| 1Y | +16.9% | +22.9% | -6.0% | +12.4% |
| All | +39.4% | +406.6% | -367.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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