+57.3%
NSC vs ABCL
-79.6%
+136.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -3.4% | +2.3% | -5.7% | -3.5% |
| 30D | +3.6% | -0.7% | +4.3% | +3.5% |
| 3M | -1.4% | +33.4% | -34.8% | -3.2% |
| 6M | +6.0% | +137.8% | -131.8% | +0.1% |
| YTD | +15.5% | +264.3% | -248.8% | +5.8% |
| 1Y | +16.2% | +209.2% | -193.0% | +7.5% |
| 3Y | +76.9% | +208.4% | -131.5% | +58.5% |
| 5Y | +29.3% | -11.9% | +41.2% | +18.4% |
| All | +57.3% | -79.6% | +136.9% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling