+302.5%
NSC vs AME
+465.0%
-162.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | -1.1% |
| 7D | -5.4% | -1.5% | -3.8% | -4.7% |
| 30D | +2.9% | -4.2% | +7.1% | +5.3% |
| 3M | -2.2% | -5.9% | +3.8% | +1.0% |
| 6M | +5.3% | +2.8% | +2.5% | +1.2% |
| YTD | +14.8% | +16.6% | -1.8% | -0.2% |
| 1Y | +16.6% | +22.1% | -5.5% | -2.2% |
| 3Y | +78.6% | +64.7% | +13.9% | +15.3% |
| 5Y | +27.2% | +76.6% | -49.4% | -23.5% |
| 10Y | +302.5% | +443.9% | -141.3% | +8.0% |
| All | +302.5% | +465.0% | -162.5% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling