+61,451.9%
APH vs NSC
+3,328.7%
+58,123.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.9% | -43.9% | -46.2% |
| 7D | -48.7% | -5.3% | -43.4% | -46.8% |
| 30D | -51.9% | -3.2% | -48.7% | -50.6% |
| 3M | -43.6% | +7.7% | -51.2% | -44.7% |
| 6M | -37.5% | +4.5% | -42.1% | -38.2% |
| YTD | -38.6% | +15.6% | -54.2% | -41.8% |
| 1Y | -26.3% | +19.8% | -46.2% | -31.3% |
| 3Y | +89.2% | +70.1% | +19.1% | +49.6% |
| 5Y | +119.8% | +46.1% | +73.7% | +83.8% |
| 10Y | +454.3% | +328.1% | +126.2% | +197.6% |
| All | +61,451.9% | +3,328.7% | +58,123.2% | +14,906.6% |
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 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