+16.2%
NSC vs ACGL
+22.9%
-6.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +3.6% | +14.2% | -10.6% | +0.3% |
| 3M | -1.4% | +11.1% | -12.5% | -4.0% |
| 6M | +6.0% | +16.4% | -10.4% | +1.3% |
| YTD | +15.5% | +13.8% | +1.7% | +11.7% |
| 1Y | +16.2% | +21.6% | -5.3% | +10.7% |
| All | +16.2% | +22.9% | -6.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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