+124.8%
AAPL vs NSC
+44.4%
+80.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.5% | -1.4% | +0.9% | +0.1% |
| 30D | +7.1% | -3.4% | +10.5% | +8.5% |
| 3M | +12.1% | +5.1% | +7.0% | +9.3% |
| 6M | +25.4% | +9.2% | +16.2% | +19.7% |
| YTD | +20.5% | +13.4% | +7.0% | +12.9% |
| 1Y | +44.5% | +20.8% | +23.7% | +31.6% |
| 3Y | +85.8% | +76.1% | +9.7% | +37.2% |
| 5Y | +124.8% | +45.3% | +79.5% | +83.6% |
| All | +124.8% | +44.4% | +80.4% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling