+212.5%
AA vs NSC
+5,741.3%
-5,528.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.8% |
| 7D | +0.5% | +2.5% | -2.0% | -1.0% |
| 30D | -0.6% | +1.7% | -2.3% | -1.8% |
| 3M | -19.7% | -2.6% | -17.1% | -18.6% |
| 6M | -41.6% | +6.4% | -48.0% | -44.6% |
| YTD | -24.6% | +15.5% | -40.1% | -32.8% |
| 1Y | +4.9% | +17.6% | -12.7% | -7.6% |
| 3Y | +66.8% | +75.0% | -8.1% | +13.6% |
| 5Y | -19.4% | +32.2% | -51.6% | -33.3% |
| 10Y | +43.1% | +296.6% | -253.5% | -35.1% |
| All | +212.5% | +5,741.3% | -5,528.8% | -59.7% |
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