+379.1%
NSC vs AMC
-97.8%
+476.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.5% | +8.2% | -4.0% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +4.1% | +4.4% | -0.3% | +3.9% |
| 3M | -3.3% | +15.4% | -18.6% | -3.7% |
| 6M | +5.9% | +93.7% | -87.8% | +3.5% |
| YTD | +15.5% | +97.4% | -81.9% | +12.6% |
| 1Y | +19.3% | +23.2% | -3.9% | +17.7% |
| 3Y | +79.0% | -71.3% | +150.3% | +80.1% |
| 5Y | +28.3% | -99.3% | +127.6% | +35.5% |
| 10Y | +336.8% | -98.7% | +435.6% | +323.0% |
| All | +379.1% | -97.8% | +476.8% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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