+309.6%
NSC vs ACM
+155.0%
+154.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -6.6% | +5.4% | -12.0% | -8.8% |
| 30D | +2.2% | +15.1% | -13.0% | -4.0% |
| 3M | -6.2% | -10.5% | +4.3% | -2.5% |
| 6M | +1.7% | -19.7% | +21.4% | +10.0% |
| YTD | +12.2% | -28.8% | +41.1% | +26.8% |
| 1Y | +15.4% | -47.9% | +63.3% | +50.6% |
| 3Y | +73.3% | -12.4% | +85.7% | +72.0% |
| 5Y | +24.7% | +0.6% | +24.1% | +13.6% |
| All | +309.6% | +155.0% | +154.6% | +136.7% |
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