+214.4%
AA vs NSC
+5,742.2%
-5,527.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | +1.2% | -3.4% | +4.7% | +3.5% |
| 30D | -5.0% | +3.6% | -8.6% | -7.2% |
| 3M | -22.2% | -1.4% | -20.8% | -21.8% |
| 6M | -36.3% | +6.0% | -42.3% | -39.4% |
| YTD | -24.2% | +15.5% | -39.7% | -32.4% |
| 1Y | +3.9% | +16.2% | -12.4% | -7.8% |
| 3Y | +67.6% | +76.9% | -9.4% | +13.3% |
| 5Y | -8.8% | +29.3% | -38.2% | -23.7% |
| 10Y | +45.0% | +298.3% | -253.3% | -34.5% |
| All | +214.4% | +5,742.2% | -5,527.8% | -59.5% |
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