+78.9%
NSC vs ALC
-13.4%
+92.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +7.7% | +5.9% | +1.8% | +5.6% |
| 6M | +4.5% | -15.9% | +20.5% | +9.6% |
| YTD | +15.6% | -10.1% | +25.7% | +18.3% |
| 1Y | +19.8% | -10.2% | +30.1% | +22.5% |
| All | +78.9% | -13.4% | +92.3% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling