+333.0%
APP vs NSC
+46.2%
+286.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +0.9% | -5.5% | +6.4% | +3.2% |
| 30D | -23.3% | -3.2% | -20.1% | -22.4% |
| 3M | -42.6% | +7.7% | -50.3% | -44.8% |
| 6M | -33.6% | +4.5% | -38.1% | -35.6% |
| YTD | -52.4% | +15.6% | -68.0% | -56.2% |
| 1Y | -35.9% | +19.8% | -55.7% | -42.2% |
| 3Y | +642.2% | +70.1% | +572.1% | +413.0% |
| All | +333.0% | +46.2% | +286.7% | +235.7% |
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