+131.7%
AG vs NSC
+20.4%
+111.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +1.0% | -5.5% | +6.5% | +2.5% |
| 30D | +19.2% | -3.2% | +22.4% | +20.1% |
| 3M | +6.2% | +7.7% | -1.5% | +3.1% |
| 6M | -26.7% | +4.5% | -31.2% | -28.2% |
| YTD | +26.1% | +15.6% | +10.6% | +16.7% |
| 1Y | +131.7% | +19.8% | +111.8% | +91.8% |
| All | +131.7% | +20.4% | +111.3% | +91.8% |
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