+1,804.4%
APO vs NSC
+567.8%
+1,236.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -1.0% | -5.5% | +4.5% | +2.3% |
| 30D | +3.5% | -3.2% | +6.7% | +5.3% |
| 3M | +4.5% | +7.7% | -3.1% | -0.4% |
| 6M | +22.8% | +4.5% | +18.3% | +18.3% |
| YTD | -6.5% | +15.6% | -22.1% | -15.2% |
| 1Y | +0.8% | +19.8% | -19.0% | -10.6% |
| 3Y | +62.0% | +70.1% | -8.1% | +13.9% |
| 5Y | +138.2% | +46.1% | +92.1% | +82.5% |
| 10Y | +940.3% | +328.1% | +612.2% | +340.0% |
| All | +1,804.4% | +567.8% | +1,236.6% | +516.9% |
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