+528.8%
APP vs NSC
+34.6%
+494.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.2% |
| 7D | +79.2% | -5.4% | +84.5% | +81.5% |
| 30D | +48.0% | +2.9% | +45.0% | +45.4% |
| 3M | +18.2% | -2.2% | +20.4% | +18.1% |
| 6M | -12.5% | +5.3% | -17.8% | -15.5% |
| YTD | -39.2% | +14.8% | -53.9% | -43.8% |
| 1Y | -33.9% | +16.6% | -50.4% | -39.5% |
| 3Y | +933.3% | +78.6% | +854.7% | +621.5% |
| 5Y | +295.9% | +27.2% | +268.7% | +216.1% |
| All | +528.8% | +34.6% | +494.3% | +386.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling