+39.4%
NSC vs BAM
+78.0%
-38.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -5.5% | -2.0% | -3.5% | -5.0% |
| 30D | -3.2% | -2.9% | -0.3% | -2.5% |
| 3M | +7.7% | +9.4% | -1.7% | +4.7% |
| 6M | +4.5% | +10.8% | -6.2% | +0.9% |
| YTD | +15.6% | -0.4% | +16.0% | +14.8% |
| 1Y | +19.8% | -10.9% | +30.7% | +22.8% |
| 3Y | +70.1% | +61.3% | +8.8% | +42.6% |
| All | +39.4% | +78.0% | -38.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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