-24.7%
ACN vs NSC
+20.4%
-45.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -1.5% | -5.5% | +4.0% | -0.9% |
| 30D | +9.4% | -3.2% | +12.6% | +9.7% |
| 3M | +5.6% | +7.7% | -2.0% | +4.4% |
| 6M | -9.3% | +4.5% | -13.8% | -7.9% |
| YTD | -29.0% | +15.6% | -44.5% | -31.5% |
| 1Y | -24.7% | +19.8% | -44.5% | -28.9% |
| All | -24.7% | +20.4% | -45.0% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling