+1,697.2%
ACN vs NSC
+2,392.9%
-695.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -1.5% | -5.5% | +4.0% | +0.6% |
| 30D | +9.4% | -3.2% | +12.6% | +10.6% |
| 3M | +5.6% | +7.7% | -2.0% | +2.4% |
| 6M | -9.3% | +4.5% | -13.8% | -11.6% |
| YTD | -29.0% | +15.6% | -44.5% | -33.6% |
| 1Y | -24.7% | +19.8% | -44.5% | -30.5% |
| 3Y | -39.8% | +70.1% | -109.9% | -52.7% |
| 5Y | -40.9% | +46.1% | -87.0% | -50.9% |
| 10Y | +91.1% | +328.1% | -237.0% | +3.6% |
| All | +1,697.2% | +2,392.9% | -695.7% | +312.0% |
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