+95.3%
AAPL vs NSC
+77.7%
+17.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +4.1% | +2.5% | +1.7% | +3.3% |
| 30D | +4.0% | +1.7% | +2.3% | +3.4% |
| 3M | +16.8% | -2.6% | +19.4% | +17.6% |
| 6M | +19.4% | +6.4% | +13.0% | +16.2% |
| YTD | +31.5% | +15.5% | +16.0% | +23.7% |
| 1Y | +31.0% | +17.6% | +13.4% | +22.3% |
| 3Y | +95.3% | +75.0% | +20.3% | +67.0% |
| All | +95.3% | +77.7% | +17.5% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling