+1,659.1%
APO vs NSC
+567.3%
+1,091.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.7% |
| 7D | +5.8% | +2.5% | +3.3% | +4.2% |
| 30D | +8.9% | +1.7% | +7.2% | +7.9% |
| 3M | -13.6% | -2.6% | -11.1% | -12.5% |
| 6M | -5.4% | +6.4% | -11.8% | -9.3% |
| YTD | -13.6% | +15.5% | -29.1% | -21.7% |
| 1Y | -2.5% | +17.6% | -20.1% | -12.6% |
| 3Y | +50.9% | +75.0% | -24.1% | +4.7% |
| 5Y | +81.4% | +32.2% | +49.2% | +47.3% |
| 10Y | +843.9% | +296.6% | +547.3% | +314.8% |
| All | +1,659.1% | +567.3% | +1,091.8% | +469.9% |
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