+871.6%
APH vs NSC
+308.0%
+563.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +5.3% |
| 7D | -5.9% | -6.2% | +0.3% | -2.9% |
| 30D | -14.8% | +2.6% | -17.4% | -16.1% |
| 3M | -12.4% | -5.8% | -6.6% | -10.2% |
| 6M | +8.1% | +2.1% | +6.0% | +5.7% |
| YTD | +10.9% | +12.7% | -1.7% | +2.7% |
| 1Y | +8.8% | +15.9% | -7.1% | -0.8% |
| 3Y | +262.1% | +74.0% | +188.0% | +157.7% |
| 5Y | +283.1% | +25.2% | +257.9% | +221.6% |
| All | +871.6% | +308.0% | +563.5% | +440.1% |
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