+285.2%
APH vs NSC
+31.3%
+253.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.9% |
| 30D | -5.4% | +1.7% | -7.1% | -6.1% |
| 3M | -5.5% | -2.6% | -2.9% | -4.7% |
| 6M | +25.9% | +6.4% | +19.5% | +21.5% |
| YTD | +16.4% | +15.5% | +0.9% | +7.7% |
| 1Y | +16.5% | +17.6% | -1.1% | +6.8% |
| 3Y | +270.9% | +75.0% | +195.9% | +169.3% |
| All | +285.2% | +31.3% | +253.9% | +216.1% |
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 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