+0.8%
APO vs NSC
+20.4%
-19.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.0% | -5.5% | +4.5% | +0.5% |
| 30D | +3.5% | -3.2% | +6.7% | +4.4% |
| 3M | +4.5% | +7.7% | -3.1% | +2.3% |
| 6M | +22.8% | +4.5% | +18.3% | +23.4% |
| YTD | -6.5% | +15.6% | -22.1% | -11.7% |
| 1Y | +0.8% | +19.8% | -19.0% | -7.5% |
| All | +0.8% | +20.4% | -19.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling