+10.3%
APA vs NSC
+77.9%
-67.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | +15.7% | -1.9% | +17.7% | +16.5% |
| 3M | +16.5% | +6.2% | +10.2% | +12.7% |
| 6M | +35.1% | +9.2% | +25.9% | +27.9% |
| YTD | +82.2% | +15.0% | +67.2% | +67.4% |
| 1Y | +102.5% | +21.1% | +81.4% | +80.8% |
| 3Y | +10.3% | +78.6% | -68.3% | -18.5% |
| All | +10.3% | +77.9% | -67.6% | -18.5% |
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 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