+37.7%
NSC vs AHR
+364.8%
-327.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | -3.4% | +1.9% | -1.0% |
| 30D | -1.9% | -3.8% | +1.8% | -1.4% |
| 3M | +6.2% | +20.1% | -13.8% | +2.7% |
| 6M | +9.2% | +7.1% | +2.1% | +7.4% |
| YTD | +15.0% | +17.2% | -2.2% | +11.7% |
| 1Y | +21.1% | +30.4% | -9.3% | +15.5% |
| All | +37.7% | +364.8% | -327.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling