+951.3%
APH vs NSC
+315.5%
+635.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.8% | +6.4% | +7.3% |
| 7D | +1.1% | -5.4% | +6.4% | +3.9% |
| 30D | -7.5% | +2.9% | -10.4% | -9.0% |
| 3M | -4.4% | -2.2% | -2.3% | -3.8% |
| 6M | +26.5% | +5.3% | +21.2% | +21.9% |
| YTD | +20.0% | +14.8% | +5.3% | +10.3% |
| 1Y | +16.9% | +16.6% | +0.3% | +6.4% |
| 3Y | +288.5% | +78.6% | +209.9% | +173.1% |
| 5Y | +310.3% | +27.2% | +283.1% | +242.0% |
| 10Y | +951.3% | +302.5% | +648.8% | +479.6% |
| All | +951.3% | +315.5% | +635.8% | +479.6% |
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