+5,602.3%
NSC vs AME
+18,783.2%
-13,181.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | -4.1% | +0.7% | -1.7% |
| 30D | +3.6% | -4.1% | +7.7% | +5.2% |
| 3M | -1.4% | -5.6% | +4.2% | +0.5% |
| 6M | +6.0% | +2.8% | +3.1% | +3.7% |
| YTD | +15.5% | +16.6% | -1.1% | +6.5% |
| 1Y | +16.2% | +21.1% | -4.9% | +5.4% |
| 3Y | +76.9% | +61.1% | +15.9% | +40.0% |
| 5Y | +29.3% | +76.6% | -47.2% | -1.9% |
| 10Y | +298.3% | +431.3% | -133.0% | +95.6% |
| All | +5,602.3% | +18,783.2% | -13,181.0% | +1,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling