+52.8%
NSC vs ABCL
-80.5%
+133.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.7% | -9.6% | -3.1% |
| 7D | -6.6% | -3.2% | -3.4% | -6.5% |
| 30D | +2.2% | -7.4% | +9.6% | +2.3% |
| 3M | -6.2% | +81.9% | -88.1% | -9.6% |
| 6M | +1.7% | +135.7% | -134.0% | -3.9% |
| YTD | +12.2% | +247.4% | -235.1% | +3.0% |
| 1Y | +15.4% | +162.3% | -146.8% | +7.6% |
| 3Y | +73.3% | +165.5% | -92.1% | +56.3% |
| 5Y | +24.7% | -21.3% | +46.0% | +14.3% |
| All | +52.8% | -80.5% | +133.4% | +45.2% |
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