+29.3%
NSC vs ACM
+4.8%
+24.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -3.4% | +6.6% | -10.0% | -5.5% |
| 30D | +3.6% | +19.8% | -16.2% | -2.6% |
| 3M | -1.4% | -3.1% | +1.7% | -0.9% |
| 6M | +6.0% | -11.5% | +17.5% | +9.4% |
| YTD | +15.5% | -24.7% | +40.2% | +25.8% |
| 1Y | +16.2% | -45.1% | +61.3% | +45.7% |
| 3Y | +76.9% | -8.9% | +85.8% | +68.9% |
| 5Y | +29.3% | +5.4% | +23.9% | +13.8% |
| All | +29.3% | +4.8% | +24.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling