+295.3%
NSC vs ACM
+134.9%
+160.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -6.2% | +5.4% | -11.6% | -8.4% |
| 30D | +2.6% | +15.1% | -12.5% | -3.6% |
| 3M | -5.8% | -10.5% | +4.6% | -2.0% |
| 6M | +2.1% | -19.7% | +21.8% | +10.6% |
| YTD | +12.7% | -28.8% | +41.5% | +27.4% |
| 1Y | +15.9% | -47.9% | +63.8% | +51.6% |
| 3Y | +74.0% | -12.4% | +86.4% | +72.6% |
| 5Y | +25.2% | +0.6% | +24.6% | +13.8% |
| All | +295.3% | +134.9% | +160.4% | +133.1% |
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