+6,642.4%
ABT vs NSC
+5,745.4%
+897.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.7% | -5.5% | +1.8% | -2.3% |
| 30D | +2.5% | -3.2% | +5.7% | +3.3% |
| 3M | +20.2% | +7.7% | +12.5% | +18.0% |
| 6M | -2.9% | +4.5% | -7.4% | -4.2% |
| YTD | -11.9% | +15.6% | -27.5% | -15.3% |
| 1Y | -16.5% | +19.8% | -36.4% | -20.4% |
| 3Y | +12.1% | +70.1% | -58.0% | -3.4% |
| 5Y | -7.4% | +46.1% | -53.5% | -17.6% |
| 10Y | +210.7% | +328.1% | -117.4% | +111.3% |
| All | +6,642.4% | +5,745.4% | +897.0% | +1,719.2% |
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