+1,278.0%
AAPL vs NSC
+332.1%
+945.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.2% |
| 7D | +3.8% | -2.8% | +6.6% | +5.2% |
| 30D | +9.9% | -4.5% | +14.4% | +12.2% |
| 3M | +12.5% | +3.5% | +8.9% | +10.1% |
| 6M | +27.6% | +8.5% | +19.1% | +21.6% |
| YTD | +22.6% | +12.3% | +10.2% | +14.7% |
| 1Y | +45.0% | +18.9% | +26.0% | +31.9% |
| 3Y | +87.8% | +74.1% | +13.6% | +37.7% |
| 5Y | +128.7% | +43.9% | +84.8% | +82.1% |
| All | +1,278.0% | +332.1% | +945.9% | +642.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling