+236.1%
ALNY vs NSC
+332.1%
-96.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -6.5% | -2.8% | -3.8% | -5.7% |
| 30D | +11.0% | -4.5% | +15.6% | +12.6% |
| 3M | -14.1% | +3.5% | -17.6% | -15.2% |
| 6M | -22.4% | +8.5% | -30.9% | -24.8% |
| YTD | -37.5% | +12.3% | -49.8% | -40.2% |
| 1Y | -46.9% | +18.9% | -65.9% | -50.2% |
| 3Y | +22.1% | +74.1% | -52.1% | -1.5% |
| 5Y | +31.2% | +43.9% | -12.7% | +11.0% |
| All | +236.1% | +332.1% | -96.0% | +56.3% |
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 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