+298.1%
APP vs NSC
+31.3%
+266.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.5% |
| 7D | +4.6% | +2.5% | +2.1% | +3.6% |
| 30D | +56.0% | +1.7% | +54.3% | +53.7% |
| 3M | +30.8% | -2.6% | +33.4% | +30.9% |
| 6M | -9.8% | +6.4% | -16.2% | -13.8% |
| YTD | -39.3% | +15.5% | -54.8% | -44.8% |
| 1Y | -26.4% | +17.6% | -44.0% | -33.9% |
| 3Y | +887.9% | +75.0% | +813.0% | +551.3% |
| All | +298.1% | +31.3% | +266.8% | +213.9% |
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 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