+384.5%
ALAB vs NSC
+31.8%
+352.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.5% | +4.4% |
| 7D | +9.6% | -2.0% | +11.7% | +10.2% |
| 30D | -5.3% | -3.2% | -2.1% | -4.5% |
| 3M | -12.0% | +3.9% | -16.0% | -13.4% |
| 6M | +145.7% | +7.8% | +137.9% | +136.5% |
| YTD | +80.7% | +13.4% | +67.3% | +69.1% |
| 1Y | +40.1% | +20.3% | +19.8% | +26.5% |
| All | +384.5% | +31.8% | +352.7% | +191.5% |
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