+4.4%
APA vs NSC
+302.7%
-298.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.3% |
| 7D | +9.6% | +1.6% | +8.0% | +8.2% |
| 30D | -0.2% | +4.2% | -4.4% | -3.9% |
| 3M | +19.8% | -0.2% | +20.1% | +19.1% |
| 6M | +30.1% | +7.6% | +22.5% | +20.2% |
| YTD | +100.4% | +17.4% | +83.0% | +70.2% |
| 1Y | +105.2% | +18.3% | +86.9% | +73.0% |
| 3Y | +44.6% | +79.8% | -35.2% | -18.3% |
| 5Y | +88.8% | +34.3% | +54.5% | +34.8% |
| All | +4.4% | +302.7% | -298.3% | -58.5% |
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