+848.7%
APA vs NSC
+5,745.4%
-4,896.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +0.5% | -5.5% | +6.1% | +3.1% |
| 30D | +23.4% | -3.2% | +26.6% | +25.0% |
| 3M | +12.7% | +7.7% | +5.0% | +8.4% |
| 6M | +39.4% | +4.5% | +34.9% | +34.9% |
| YTD | +79.0% | +15.6% | +63.4% | +65.4% |
| 1Y | +88.8% | +19.8% | +69.0% | +71.6% |
| 3Y | +6.4% | +70.1% | -63.7% | -18.6% |
| 5Y | +153.0% | +46.1% | +106.9% | +107.9% |
| 10Y | +7.5% | +328.1% | -320.5% | -37.6% |
| All | +848.7% | +5,745.4% | -4,896.6% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling