+1,352.0%
NSC vs AMP
+1,970.1%
-618.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.5% | -1.1% | -2.5% | -3.1% |
| 30D | +3.9% | +4.4% | -0.4% | +2.0% |
| 3M | -0.8% | -7.3% | +6.5% | +2.2% |
| 6M | +7.1% | +12.9% | -5.8% | +1.1% |
| YTD | +16.4% | +7.5% | +9.0% | +11.3% |
| 1Y | +16.9% | +13.3% | +3.6% | +9.1% |
| 3Y | +78.4% | +60.8% | +17.5% | +41.6% |
| 5Y | +33.1% | +82.7% | -49.6% | -1.9% |
| 10Y | +299.9% | +468.7% | -168.8% | +74.8% |
| All | +1,352.0% | +1,970.1% | -618.1% | +282.9% |
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