+572.8%
NSC vs AMCR
+103.0%
+469.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -3.5% | -8.5% | +4.9% | -0.6% |
| 30D | +3.9% | +6.8% | -2.8% | +1.6% |
| 3M | -0.8% | -5.0% | +4.2% | +0.8% |
| 6M | +7.1% | +13.9% | -6.8% | +1.9% |
| YTD | +16.4% | +11.2% | +5.2% | +10.7% |
| 1Y | +16.9% | +11.3% | +5.6% | +11.0% |
| 3Y | +78.4% | +15.4% | +63.0% | +65.0% |
| 5Y | +33.1% | -7.7% | +40.8% | +32.6% |
| 10Y | +299.9% | +20.2% | +279.6% | +244.4% |
| All | +572.8% | +103.0% | +469.8% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling