+291.9%
AA vs NSC
+5,745.4%
-5,453.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -0.7% | -5.5% | +4.8% | +2.8% |
| 30D | +5.0% | -3.2% | +8.2% | +6.9% |
| 3M | -35.8% | +7.7% | -43.5% | -39.2% |
| 6M | -18.4% | +4.5% | -22.9% | -22.0% |
| YTD | -5.5% | +15.6% | -21.0% | -15.6% |
| 1Y | +61.0% | +19.8% | +41.1% | +40.1% |
| 3Y | +66.2% | +70.1% | -3.9% | +15.6% |
| 5Y | +11.4% | +46.1% | -34.7% | -13.4% |
| 10Y | +116.9% | +328.1% | -211.2% | -5.5% |
| All | +291.9% | +5,745.4% | -5,453.5% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling