+119,301.1%
APH vs NSC
+3,229.6%
+116,071.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +5.3% |
| 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% | +6.4% |
| YTD | +10.9% | +12.2% | -1.3% | +4.6% |
| 1Y | +8.8% | +15.4% | -6.6% | +1.3% |
| 3Y | +262.1% | +73.3% | +188.7% | +179.7% |
| 5Y | +283.1% | +24.7% | +258.5% | +236.1% |
| 10Y | +908.1% | +324.5% | +583.6% | +434.7% |
| All | +119,301.1% | +3,229.6% | +116,071.5% | +28,845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling