+326.9%
NSC vs AME
+421.6%
-94.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -3.5% |
| 30D | -1.9% | -6.3% | +4.3% | +2.6% |
| 3M | +6.2% | +5.4% | +0.8% | +1.5% |
| 6M | +9.2% | +7.4% | +1.7% | +2.2% |
| YTD | +15.0% | +16.2% | -1.1% | +1.3% |
| 1Y | +21.1% | +26.8% | -5.7% | -0.8% |
| 3Y | +78.6% | +57.5% | +21.1% | +20.8% |
| 5Y | +45.9% | +84.8% | -39.0% | -14.7% |
| 10Y | +326.9% | +424.3% | -97.4% | +19.8% |
| All | +326.9% | +421.6% | -94.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling