+24.4%
NSC vs AME
+66.2%
-41.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -4.2% |
| 7D | -6.6% | -5.2% | -1.5% | -4.1% |
| 30D | +2.2% | -8.0% | +10.2% | +6.4% |
| 3M | -6.2% | -8.9% | +2.7% | -2.1% |
| 6M | +1.7% | -5.0% | +6.7% | +3.2% |
| YTD | +12.2% | +11.9% | +0.3% | +2.5% |
| 1Y | +15.4% | +16.6% | -1.2% | +2.6% |
| 3Y | +73.3% | +62.5% | +10.9% | +20.3% |
| All | +24.4% | +66.2% | -41.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling