+121,072.4%
AAPL vs NSC
+5,636.1%
+115,436.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -3.0% | -2.0% | -0.9% | -2.2% |
| 30D | +2.3% | -3.2% | +5.5% | +3.4% |
| 3M | +8.6% | +3.9% | +4.7% | +6.7% |
| 6M | +21.6% | +7.8% | +13.8% | +17.5% |
| YTD | +16.3% | +13.4% | +2.9% | +10.2% |
| 1Y | +35.1% | +20.3% | +14.7% | +25.2% |
| 3Y | +79.4% | +76.1% | +3.3% | +42.3% |
| 5Y | +109.8% | +45.0% | +64.8% | +77.5% |
| 10Y | +1,237.1% | +335.7% | +901.3% | +654.0% |
| All | +121,072.4% | +5,636.1% | +115,436.3% | +20,533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling