+66.5%
AG vs NSC
+336.2%
-269.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | -1.4% | -4.4% | -5.4% |
| 30D | +6.4% | -3.4% | +9.7% | +7.4% |
| 3M | +28.4% | +5.1% | +23.3% | +26.3% |
| 6M | -24.5% | +9.2% | -33.7% | -26.8% |
| YTD | +21.2% | +13.4% | +7.8% | +16.1% |
| 1Y | +114.1% | +20.8% | +93.3% | +101.6% |
| 3Y | +268.0% | +76.1% | +192.0% | +206.1% |
| 5Y | +67.3% | +45.3% | +22.1% | +46.0% |
| All | +66.5% | +336.2% | -269.6% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling