+65.2%
ALAB vs NSC
+20.4%
+44.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +10.0% |
| 7D | +7.2% | -5.5% | +12.7% | +4.1% |
| 30D | -2.5% | -3.2% | +0.7% | -4.1% |
| 3M | -13.3% | +7.7% | -21.0% | -9.1% |
| 6M | +172.8% | +4.5% | +168.3% | +166.7% |
| YTD | +86.6% | +15.6% | +71.0% | +101.1% |
| 1Y | +65.2% | +19.8% | +45.3% | +102.3% |
| All | +65.2% | +20.4% | +44.8% | +102.3% |
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