+282.2%
APH vs NSC
+23.9%
+258.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +5.2% |
| 7D | -5.9% | -6.6% | +0.7% | -3.3% |
| 30D | -14.8% | +2.2% | -17.0% | -15.7% |
| 3M | -12.4% | -6.2% | -6.2% | -10.4% |
| 6M | +8.1% | +1.7% | +6.4% | +6.2% |
| YTD | +10.9% | +12.2% | -1.3% | +3.9% |
| 1Y | +8.8% | +15.4% | -6.6% | +0.5% |
| 3Y | +262.1% | +73.3% | +188.7% | +163.3% |
| All | +282.2% | +23.9% | +258.2% | +224.0% |
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