+267.2%
ALAB vs NSC
+36.4%
+230.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +26.9% | +1.6% | +25.3% | +26.4% |
| 30D | -30.0% | +4.2% | -34.2% | -30.5% |
| 3M | -28.5% | -0.2% | -28.3% | -28.4% |
| 6M | +11.4% | +7.6% | +3.9% | +8.4% |
| YTD | +36.9% | +17.4% | +19.6% | +27.4% |
| 1Y | +44.4% | +18.3% | +26.1% | +33.4% |
| All | +267.2% | +36.4% | +230.8% | +119.6% |
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