-11.3%
ABT vs NSC
+42.7%
-53.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.1% |
| 7D | -5.9% | -2.8% | -3.1% | -5.0% |
| 30D | -8.1% | -4.5% | -3.6% | -6.7% |
| 3M | +14.5% | +3.5% | +11.0% | +13.2% |
| 6M | -6.3% | +8.5% | -14.8% | -9.0% |
| YTD | -17.1% | +12.3% | -29.5% | -20.4% |
| 1Y | -21.4% | +18.9% | -40.3% | -25.9% |
| 3Y | +5.9% | +74.1% | -68.2% | -16.1% |
| All | -11.3% | +42.7% | -53.9% | -23.5% |
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 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