+323.6%
NSC vs ACM
+127.0%
+196.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.5% | -3.7% | -1.8% | -3.9% |
| 30D | -3.2% | -11.1% | +7.9% | +1.2% |
| 3M | +7.7% | -8.0% | +15.7% | +10.3% |
| 6M | +4.5% | -29.7% | +34.2% | +20.2% |
| YTD | +15.6% | -29.4% | +44.9% | +31.3% |
| 1Y | +19.8% | -46.4% | +66.3% | +54.2% |
| 3Y | +70.1% | -22.3% | +92.4% | +79.5% |
| 5Y | +46.1% | +4.5% | +41.7% | +30.3% |
| All | +323.6% | +127.0% | +196.7% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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