+37.8%
ALAB vs NSC
+16.7%
+21.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +7.1% |
| 7D | +3.4% | -3.5% | +7.0% | +1.5% |
| 30D | -28.8% | +3.9% | -32.7% | -26.9% |
| 3M | -26.0% | -0.8% | -25.2% | -25.4% |
| 6M | +11.4% | +7.1% | +4.2% | +16.8% |
| YTD | +38.8% | +16.4% | +22.4% | +50.7% |
| 1Y | +37.8% | +16.9% | +20.9% | +47.0% |
| All | +37.8% | +16.7% | +21.1% | +47.0% |
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