+15.4%
NSC vs ADVB
-77.7%
+93.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -2.9% |
| 7D | -6.6% | -13.9% | +7.3% | -6.5% |
| 30D | +2.2% | -68.1% | +70.3% | +2.8% |
| 3M | -6.2% | -73.4% | +67.2% | -5.5% |
| 6M | +1.7% | -70.8% | +72.5% | +3.9% |
| YTD | +12.2% | -66.1% | +78.3% | +14.4% |
| 1Y | +15.4% | -77.5% | +92.9% | +17.2% |
| All | +15.4% | -77.7% | +93.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling