+83.0%
AA vs NSC
+75.0%
+8.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.5% |
| 30D | -1.6% | -3.2% | +1.6% | +0.1% |
| 3M | -29.8% | +3.9% | -33.7% | -32.0% |
| 6M | -16.6% | +7.8% | -24.4% | -21.9% |
| YTD | -4.0% | +13.4% | -17.4% | -13.9% |
| 1Y | +63.5% | +20.3% | +43.2% | +39.8% |
| All | +83.0% | +75.0% | +8.0% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling