+2,752.3%
NSC vs ALB
+2,214.8%
+537.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -6.6% | +9.1% | -15.7% | -9.0% |
| 30D | +2.2% | -3.4% | +5.6% | +2.9% |
| 3M | -6.2% | -20.6% | +14.4% | -0.6% |
| 6M | +1.7% | -48.2% | +49.9% | +20.5% |
| YTD | +12.2% | -29.2% | +41.5% | +18.2% |
| 1Y | +15.4% | +10.0% | +5.4% | +5.7% |
| 3Y | +73.3% | -12.9% | +86.2% | +51.7% |
| 5Y | +24.7% | -61.3% | +86.0% | +31.7% |
| 10Y | +324.5% | +35.8% | +288.7% | +155.6% |
| All | +2,752.3% | +2,214.8% | +537.5% | +629.0% |
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