+365.5%
NSC vs AMC
-97.7%
+463.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -2.9% |
| 7D | -6.6% | +2.6% | -9.2% | -6.7% |
| 30D | +2.2% | +9.0% | -6.9% | +1.9% |
| 3M | -6.2% | +22.2% | -28.4% | -6.8% |
| 6M | +1.7% | +91.5% | -89.8% | -0.6% |
| YTD | +12.2% | +101.3% | -89.1% | +9.3% |
| 1Y | +15.4% | +20.8% | -5.4% | +13.9% |
| 3Y | +73.3% | -71.3% | +144.7% | +74.4% |
| 5Y | +24.7% | -99.2% | +123.9% | +31.6% |
| 10Y | +324.5% | -98.7% | +423.2% | +310.9% |
| All | +365.5% | -97.7% | +463.2% | +293.4% |
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