+197.1%
ABT vs NSC
+332.1%
-134.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.0% |
| 7D | -5.9% | -2.8% | -3.1% | -4.9% |
| 30D | -8.1% | -4.5% | -3.6% | -6.6% |
| 3M | +14.5% | +3.5% | +11.0% | +13.1% |
| 6M | -6.3% | +8.5% | -14.8% | -9.3% |
| YTD | -17.1% | +12.3% | -29.5% | -20.9% |
| 1Y | -21.4% | +18.9% | -40.3% | -26.5% |
| 3Y | +5.9% | +74.1% | -68.2% | -16.4% |
| 5Y | -12.8% | +43.9% | -56.7% | -26.7% |
| All | +197.1% | +332.1% | -134.9% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling