+74.6%
NSC vs ABCL
+104.5%
-29.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | -3.2% | +93.1% | -96.3% | -7.6% |
| 3M | +7.7% | +79.4% | -71.8% | +2.9% |
| 6M | +4.5% | +214.9% | -210.4% | -5.0% |
| YTD | +15.6% | +234.2% | -218.6% | +3.8% |
| 1Y | +19.8% | +174.8% | -154.9% | +8.5% |
| All | +74.6% | +104.5% | -29.9% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling