+129.2%
APO vs NSC
+42.7%
+86.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.4% |
| 7D | -3.5% | -2.8% | -0.7% | -1.9% |
| 30D | -6.6% | -4.5% | -2.0% | -4.1% |
| 3M | -3.3% | +3.5% | -6.8% | -5.7% |
| 6M | +22.6% | +8.5% | +14.1% | +15.5% |
| YTD | -9.8% | +12.3% | -22.1% | -17.0% |
| 1Y | -3.9% | +18.9% | -22.8% | -14.7% |
| 3Y | +52.5% | +74.1% | -21.7% | +2.5% |
| All | +129.2% | +42.7% | +86.5% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling