+117.1%
AA vs NSC
+336.2%
-219.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -1.4% | -4.0% | -4.3% |
| 30D | -10.7% | -3.4% | -7.3% | -8.3% |
| 3M | -26.2% | +5.1% | -31.2% | -30.1% |
| 6M | -20.9% | +9.2% | -30.2% | -28.8% |
| YTD | -8.6% | +13.4% | -22.0% | -21.1% |
| 1Y | +57.4% | +20.8% | +36.6% | +27.7% |
| 3Y | +77.8% | +76.1% | +1.7% | -1.2% |
| 5Y | +2.7% | +45.3% | -42.6% | -31.2% |
| All | +117.1% | +336.2% | -219.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling