+73.3%
NSC vs ALM
+825.4%
-752.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -2.9% |
| 7D | -6.6% | -6.7% | 0.0% | -6.5% |
| 30D | +2.2% | -32.9% | +35.0% | +3.1% |
| 3M | -6.2% | -39.5% | +33.3% | -5.2% |
| 6M | +1.7% | -62.0% | +63.7% | +3.6% |
| YTD | +12.2% | -7.8% | +20.1% | +11.1% |
| 1Y | +15.4% | +26.7% | -11.3% | +13.0% |
| 3Y | +73.3% | +825.4% | -752.0% | +52.8% |
| All | +73.3% | +825.4% | -752.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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