+14.6%
AA vs NSC
+46.1%
-31.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | +1.7% | -1.5% | +3.2% | +2.8% |
| 30D | +3.3% | -1.9% | +5.3% | +4.6% |
| 3M | -29.4% | +6.2% | -35.6% | -33.4% |
| 6M | -12.8% | +9.2% | -22.0% | -20.8% |
| YTD | -2.1% | +15.0% | -17.2% | -15.6% |
| 1Y | +62.8% | +21.1% | +41.7% | +33.5% |
| 3Y | +90.5% | +78.6% | +11.9% | +4.1% |
| All | +14.6% | +46.1% | -31.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling