+19.8%
NSC vs ABCL
+186.8%
-167.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -3.2% | +93.1% | -96.3% | -3.4% |
| 3M | +7.7% | +79.4% | -71.8% | +7.5% |
| 6M | +4.5% | +214.9% | -210.4% | +3.4% |
| YTD | +15.6% | +234.2% | -218.6% | +13.9% |
| 1Y | +19.8% | +174.8% | -154.9% | +19.4% |
| All | +19.8% | +186.8% | -167.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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