+255.2%
AG vs NSC
+944.3%
-689.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -10.0% | +2.5% | -12.4% | -10.9% |
| 30D | -10.5% | +1.7% | -12.2% | -11.2% |
| 3M | -27.3% | -2.6% | -24.7% | -26.5% |
| 6M | -43.0% | +6.4% | -49.4% | -44.9% |
| YTD | -17.9% | +15.5% | -33.4% | -23.5% |
| 1Y | +11.9% | +17.6% | -5.7% | +3.4% |
| 3Y | +201.8% | +75.0% | +126.8% | +130.9% |
| 5Y | -0.1% | +32.2% | -32.2% | -15.1% |
| 10Y | +72.7% | +296.6% | -223.9% | -20.9% |
| All | +255.2% | +944.3% | -689.1% | -14.9% |
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 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