+45.9%
NSC vs AGI
+390.0%
-344.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -1.5% | +4.4% | -5.9% | -1.8% |
| 30D | -1.9% | +10.0% | -11.9% | -2.5% |
| 3M | +6.2% | +1.7% | +4.5% | +5.9% |
| 6M | +9.2% | -26.8% | +36.0% | +11.0% |
| YTD | +15.0% | -5.3% | +20.4% | +14.5% |
| 1Y | +21.1% | +11.5% | +9.6% | +18.7% |
| 3Y | +78.6% | +212.9% | -134.3% | +52.3% |
| 5Y | +45.9% | +388.8% | -342.9% | +15.9% |
| All | +45.9% | +390.0% | -344.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling