+121,410.5%
AAPL vs NSC
+5,718.1%
+115,692.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +1.0% | -1.9% | +2.9% | +1.6% |
| 3M | +5.0% | +6.2% | -1.3% | +2.3% |
| 6M | +23.0% | +9.2% | +13.9% | +18.4% |
| YTD | +16.6% | +15.0% | +1.6% | +10.0% |
| 1Y | +33.4% | +21.1% | +12.3% | +23.4% |
| 3Y | +79.9% | +78.6% | +1.3% | +42.0% |
| 5Y | +109.0% | +45.9% | +63.1% | +76.4% |
| 10Y | +1,210.4% | +326.9% | +883.6% | +643.8% |
| All | +121,410.5% | +5,718.1% | +115,692.4% | +20,485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling