+74.6%
NSC vs AME
+50.7%
+23.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | -5.5% | +0.6% | -6.1% | -5.8% |
| 30D | -3.2% | -6.7% | +3.5% | 0.0% |
| 3M | +7.7% | +4.1% | +3.6% | +5.0% |
| 6M | +4.5% | +1.6% | +2.9% | +3.0% |
| YTD | +15.6% | +16.1% | -0.6% | +5.7% |
| 1Y | +19.8% | +27.3% | -7.5% | +3.9% |
| All | +74.6% | +50.7% | +23.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling