+1,341.1%
NSC vs AMP
+2,123.7%
-782.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | +7.7% | +23.6% | -15.9% | -1.9% |
| 6M | +4.5% | +20.4% | -15.8% | -4.1% |
| YTD | +15.6% | +15.4% | +0.1% | +7.4% |
| 1Y | +19.8% | +11.0% | +8.9% | +12.9% |
| 3Y | +70.1% | +70.5% | -0.4% | +32.0% |
| 5Y | +46.1% | +121.4% | -75.3% | -0.7% |
| 10Y | +328.1% | +575.6% | -247.5% | +74.3% |
| All | +1,341.1% | +2,123.7% | -782.7% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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