+335.7%
NSC vs AMCR
+16.8%
+318.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | -2.0% | -6.3% | +4.2% | +0.8% |
| 30D | -3.2% | -7.1% | +3.9% | -0.1% |
| 3M | +3.9% | +12.7% | -8.7% | -2.0% |
| 6M | +7.8% | +5.2% | +2.6% | +4.0% |
| YTD | +13.4% | +8.1% | +5.3% | +7.3% |
| 1Y | +20.3% | +11.7% | +8.6% | +11.7% |
| 3Y | +76.1% | +9.9% | +66.2% | +60.9% |
| 5Y | +45.0% | -8.7% | +53.7% | +44.0% |
| 10Y | +335.7% | +16.8% | +318.9% | +249.1% |
| All | +335.7% | +16.8% | +318.9% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling