+98.6%
NSC vs ALC
+24.0%
+74.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | -5.5% | -2.1% | -3.4% | -4.7% |
| 30D | -3.2% | -0.1% | -3.1% | -3.4% |
| 3M | +7.7% | +5.9% | +1.8% | +4.6% |
| 6M | +4.5% | -15.9% | +20.5% | +11.5% |
| YTD | +15.6% | -10.1% | +25.7% | +19.3% |
| 1Y | +19.8% | -10.2% | +30.1% | +23.4% |
| 3Y | +70.1% | -13.6% | +83.7% | +73.2% |
| 5Y | +46.1% | -15.1% | +61.3% | +46.6% |
| All | +98.6% | +24.0% | +74.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling