+2,835.3%
NSC vs ALB
+2,194.2%
+641.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.9% | -5.3% |
| 7D | -3.8% | +5.5% | -9.2% | -5.3% |
| 30D | +4.1% | -7.5% | +11.6% | +6.1% |
| 3M | -3.3% | -16.9% | +13.7% | +1.1% |
| 6M | +5.9% | -49.2% | +55.1% | +26.2% |
| YTD | +15.5% | -29.9% | +45.4% | +22.0% |
| 1Y | +19.3% | +8.2% | +11.1% | +9.8% |
| 3Y | +79.0% | -19.4% | +98.5% | +60.5% |
| 5Y | +28.3% | -61.6% | +89.9% | +35.9% |
| 10Y | +336.8% | +34.6% | +302.2% | +163.8% |
| All | +2,835.3% | +2,194.2% | +641.1% | +652.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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