+284.9%
NSC vs AGI
+389.5%
-104.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +2.5% | -10.1% | +12.6% | +2.8% |
| 30D | +1.7% | -6.5% | +8.2% | +1.8% |
| 3M | -2.6% | -12.8% | +10.3% | -2.2% |
| 6M | +6.4% | -34.3% | +40.7% | +7.7% |
| YTD | +15.5% | -25.6% | +41.1% | +16.1% |
| 1Y | +17.6% | -14.2% | +31.8% | +17.6% |
| 3Y | +75.0% | +127.3% | -52.3% | +66.6% |
| 5Y | +32.2% | +241.8% | -209.6% | +23.2% |
| All | +284.9% | +389.5% | -104.6% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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