+2,454.9%
NSC vs AGI
+4,805.9%
-2,350.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.7% |
| 7D | -5.4% | +17.4% | -22.8% | -6.1% |
| 30D | +2.9% | -0.9% | +3.9% | +2.9% |
| 3M | -2.2% | -1.6% | -0.6% | -2.2% |
| 6M | +5.3% | -24.7% | +30.0% | +6.3% |
| YTD | +14.8% | -15.3% | +30.0% | +14.9% |
| 1Y | +16.6% | +5.5% | +11.1% | +15.4% |
| 3Y | +78.6% | +154.5% | -75.9% | +68.4% |
| 5Y | +27.2% | +310.6% | -283.4% | +16.6% |
| 10Y | +302.5% | +362.7% | -60.2% | +257.3% |
| All | +2,454.9% | +4,805.9% | -2,350.9% | +2,026.8% |
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