+355.9%
APH vs NSC
+46.2%
+309.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +5.0% | -5.5% | +10.5% | +7.4% |
| 30D | -3.9% | -3.2% | -0.7% | -2.7% |
| 3M | +13.0% | +7.7% | +5.3% | +8.9% |
| 6M | +25.2% | +4.5% | +20.6% | +21.8% |
| YTD | +22.9% | +15.6% | +7.4% | +14.0% |
| 1Y | +47.8% | +19.8% | +28.0% | +34.6% |
| 3Y | +283.0% | +70.1% | +212.9% | +183.5% |
| All | +355.9% | +46.2% | +309.7% | +255.6% |
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 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