+20.3%
NSC vs AU
+80.8%
-60.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.4% |
| 7D | -2.0% | +0.6% | -2.7% | -2.1% |
| 30D | -3.2% | +12.3% | -15.5% | -3.3% |
| 3M | +3.9% | +29.4% | -25.4% | +3.7% |
| 6M | +7.8% | +3.2% | +4.6% | +7.6% |
| YTD | +13.4% | +31.8% | -18.4% | +13.0% |
| 1Y | +20.3% | +83.4% | -63.1% | +19.4% |
| All | +20.3% | +80.8% | -60.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling