+20.3%
NSC vs AGI
+12.0%
+8.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -2.0% | +2.2% | -4.3% | -2.1% |
| 30D | -3.2% | +11.3% | -14.5% | -3.3% |
| 3M | +3.9% | +5.6% | -1.7% | +3.9% |
| 6M | +7.8% | -27.7% | +35.5% | +8.5% |
| YTD | +13.4% | -4.1% | +17.5% | +14.1% |
| 1Y | +20.3% | +13.8% | +6.5% | +20.1% |
| All | +20.3% | +12.0% | +8.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling