-4.1%
APA vs NSC
+336.2%
-340.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | -1.4% | +2.2% | +1.8% |
| 30D | +9.6% | -3.4% | +13.0% | +12.3% |
| 3M | +18.0% | +5.1% | +12.9% | +12.4% |
| 6M | +41.9% | +9.2% | +32.7% | +28.7% |
| YTD | +86.3% | +13.4% | +72.9% | +63.5% |
| 1Y | +97.9% | +20.8% | +77.1% | +64.6% |
| 3Y | +12.8% | +76.1% | -63.3% | -35.2% |
| 5Y | +177.2% | +45.3% | +131.9% | +83.8% |
| All | -4.1% | +336.2% | -340.3% | -63.8% |
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 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