+79.0%
APA vs NSC
+30.1%
+48.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +0.9% |
| 7D | -5.5% | -3.4% | -2.1% | -3.9% |
| 30D | -1.2% | +3.6% | -4.8% | -3.5% |
| 3M | +10.6% | -1.4% | +12.0% | +10.8% |
| 6M | +28.4% | +6.0% | +22.5% | +22.5% |
| YTD | +89.7% | +15.5% | +74.2% | +70.0% |
| 1Y | +90.6% | +16.2% | +74.4% | +70.1% |
| 3Y | +36.9% | +76.9% | -40.0% | -9.9% |
| All | +79.0% | +30.1% | +48.9% | +34.5% |
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 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