+127,881.2%
APH vs NSC
+3,326.9%
+124,554.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.2% |
| 7D | -5.0% | -3.4% | -1.6% | -3.6% |
| 30D | -8.4% | +3.6% | -12.0% | -9.8% |
| 3M | -4.5% | -1.4% | -3.1% | -4.2% |
| 6M | +25.3% | +6.0% | +19.3% | +21.3% |
| YTD | +18.9% | +15.5% | +3.4% | +10.8% |
| 1Y | +11.9% | +16.2% | -4.3% | +4.0% |
| 3Y | +278.0% | +76.9% | +201.0% | +189.7% |
| 5Y | +306.4% | +29.3% | +277.1% | +251.4% |
| 10Y | +955.2% | +298.3% | +656.9% | +473.4% |
| All | +127,881.2% | +3,326.9% | +124,554.4% | +30,582.6% |
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