+454.2%
NSC vs AR
-27.2%
+481.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -5.5% | +2.5% | -8.0% | -5.8% |
| 30D | -3.2% | +14.8% | -18.0% | -4.9% |
| 3M | +7.7% | +6.2% | +1.4% | +6.6% |
| 6M | +4.5% | +4.3% | +0.2% | +3.4% |
| YTD | +15.6% | +14.4% | +1.2% | +12.8% |
| 1Y | +19.8% | +21.3% | -1.5% | +15.8% |
| 3Y | +70.1% | +39.8% | +30.3% | +58.2% |
| 5Y | +46.1% | +142.1% | -96.0% | +23.5% |
| 10Y | +328.1% | +52.0% | +276.0% | +255.1% |
| All | +454.2% | -27.2% | +481.4% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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