+48.3%
APO vs NSC
+80.6%
-32.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | +3.5% | +1.6% | +1.9% | +2.7% |
| 30D | +4.4% | +4.2% | +0.2% | +2.5% |
| 3M | -12.1% | -0.2% | -11.8% | -12.0% |
| 6M | -7.2% | +7.6% | -14.8% | -10.8% |
| YTD | -15.1% | +17.4% | -32.5% | -22.5% |
| 1Y | -7.7% | +18.3% | -25.9% | -16.1% |
| All | +48.3% | +80.6% | -32.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling