+98.5%
NSC vs ALC
+34.7%
+63.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -3.8% | +7.6% | -11.4% | -6.8% |
| 30D | +4.1% | +21.1% | -17.1% | -4.1% |
| 3M | -3.3% | +8.5% | -11.7% | -7.0% |
| 6M | +5.9% | +2.8% | +3.1% | +3.3% |
| YTD | +15.5% | -2.4% | +17.9% | +14.9% |
| 1Y | +19.3% | +3.5% | +15.9% | +15.4% |
| 3Y | +79.0% | +4.2% | +74.9% | +66.7% |
| 5Y | +28.3% | -9.0% | +37.3% | +25.2% |
| All | +98.5% | +34.7% | +63.9% | +38.2% |
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