+166.1%
APA vs NSC
+46.6%
+119.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | -1.7% | -1.5% | -0.2% | -0.9% |
| 30D | +15.7% | -1.9% | +17.7% | +16.8% |
| 3M | +16.5% | +6.2% | +10.2% | +11.7% |
| 6M | +35.1% | +9.2% | +25.9% | +26.1% |
| YTD | +82.2% | +15.0% | +67.2% | +64.2% |
| 1Y | +102.5% | +21.1% | +81.4% | +76.4% |
| 3Y | +10.3% | +78.6% | -68.3% | -28.3% |
| 5Y | +166.1% | +45.9% | +120.2% | +87.0% |
| All | +166.1% | +46.6% | +119.5% | +87.0% |
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