+2,472.9%
NSC vs AGI
+5,459.2%
-2,986.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -5.5% | +0.6% | -6.1% | -5.5% |
| 30D | -3.2% | +18.2% | -21.4% | -4.0% |
| 3M | +7.7% | -4.1% | +11.8% | +7.7% |
| 6M | +4.5% | -28.7% | +33.2% | +5.8% |
| YTD | +15.6% | -4.0% | +19.5% | +15.1% |
| 1Y | +19.8% | +17.4% | +2.4% | +18.1% |
| 3Y | +70.1% | +203.0% | -132.9% | +59.2% |
| 5Y | +46.1% | +376.7% | -330.5% | +33.1% |
| 10Y | +328.1% | +407.5% | -79.4% | +278.2% |
| All | +2,472.9% | +5,459.2% | -2,986.3% | +2,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling