-43.0%
APP vs NSC
+20.5%
-63.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.8% |
| 7D | +0.1% | -1.5% | +1.6% | -0.3% |
| 30D | -10.0% | -1.9% | -8.1% | -10.5% |
| 3M | -44.6% | +6.2% | -50.9% | -43.9% |
| 6M | -37.9% | +9.2% | -47.0% | -36.9% |
| YTD | -53.7% | +15.0% | -68.7% | -51.1% |
| 1Y | -43.0% | +21.1% | -64.0% | -44.8% |
| All | -43.0% | +20.5% | -63.4% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling