+5,440.5%
NSC vs AME
+18,019.4%
-12,578.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -4.0% |
| 7D | -6.6% | -5.2% | -1.5% | -4.6% |
| 30D | +2.2% | -8.0% | +10.2% | +5.6% |
| 3M | -6.2% | -8.9% | +2.7% | -2.8% |
| 6M | +1.7% | -5.0% | +6.7% | +3.1% |
| YTD | +12.2% | +11.9% | +0.3% | +5.5% |
| 1Y | +15.4% | +16.6% | -1.2% | +6.4% |
| 3Y | +73.3% | +62.5% | +10.9% | +36.6% |
| 5Y | +24.7% | +67.6% | -42.9% | -3.2% |
| 10Y | +324.5% | +450.4% | -125.9% | +106.4% |
| All | +5,440.5% | +18,019.4% | -12,578.9% | +1,010.1% |
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 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