+248.5%
ALAB vs NSC
+34.3%
+214.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -7.5% | -3.4% | -4.0% | -6.4% |
| 30D | -36.8% | +3.6% | -40.4% | -37.2% |
| 3M | -31.9% | -1.4% | -30.5% | -31.5% |
| 6M | +8.2% | +6.0% | +2.3% | +5.6% |
| YTD | +29.9% | +15.5% | +14.4% | +21.4% |
| 1Y | +24.4% | +16.2% | +8.2% | +15.6% |
| All | +248.5% | +34.3% | +214.3% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling