+439.9%
AG vs NSC
+940.1%
-500.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +4.5% | -1.5% | +6.0% | +5.1% |
| 30D | +12.9% | -1.9% | +14.8% | +13.8% |
| 3M | +20.9% | +6.2% | +14.7% | +17.6% |
| 6M | -19.5% | +9.2% | -28.7% | -23.1% |
| YTD | +24.8% | +15.0% | +9.8% | +16.6% |
| 1Y | +120.2% | +21.1% | +99.2% | +101.6% |
| 3Y | +279.0% | +78.6% | +200.4% | +186.8% |
| 5Y | +67.9% | +45.9% | +22.0% | +36.7% |
| 10Y | +57.5% | +326.9% | -269.4% | -30.4% |
| All | +439.9% | +940.1% | -500.2% | +29.8% |
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 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