+851.0%
NSC vs ACM
+230.8%
+620.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.5% | -3.7% | -1.8% | -4.0% |
| 30D | -3.2% | -11.1% | +7.9% | +0.9% |
| 3M | +7.7% | -8.0% | +15.7% | +10.2% |
| 6M | +4.5% | -29.7% | +34.2% | +18.8% |
| YTD | +15.6% | -29.4% | +44.9% | +30.0% |
| 1Y | +19.8% | -46.4% | +66.3% | +50.5% |
| 3Y | +70.1% | -22.3% | +92.4% | +80.2% |
| 5Y | +46.1% | +4.5% | +41.7% | +34.2% |
| 10Y | +328.1% | +127.6% | +200.4% | +169.4% |
| All | +851.0% | +230.8% | +620.2% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling