+24.4%
NSC vs ALLY
-9.5%
+33.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -6.6% | +0.9% | -7.6% | -6.8% |
| 30D | +2.2% | +3.1% | -0.9% | +1.3% |
| 3M | -6.2% | -12.6% | +6.4% | -2.9% |
| 6M | +1.7% | -12.4% | +14.1% | +4.9% |
| YTD | +12.2% | -13.2% | +25.4% | +15.6% |
| 1Y | +15.4% | +1.8% | +13.6% | +13.5% |
| 3Y | +73.3% | +58.0% | +15.4% | +47.8% |
| All | +24.4% | -9.5% | +33.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling