+45.9%
NSC vs AMCR
-9.8%
+55.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -1.9% | -6.0% | +4.1% | +0.4% |
| 3M | +6.2% | +18.9% | -12.7% | -1.4% |
| 6M | +9.2% | +5.7% | +3.5% | +5.8% |
| YTD | +15.0% | +11.1% | +3.9% | +8.3% |
| 1Y | +21.1% | +12.7% | +8.4% | +12.9% |
| 3Y | +78.6% | +9.6% | +69.0% | +63.7% |
| 5Y | +45.9% | -10.3% | +56.2% | +50.2% |
| All | +45.9% | -9.8% | +55.7% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling