+500.0%
APP vs NSC
+31.6%
+468.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.7% | +10.7% |
| 7D | +71.2% | -6.6% | +77.8% | +74.0% |
| 30D | +39.1% | +2.2% | +36.9% | +36.8% |
| 3M | +16.5% | -6.2% | +22.8% | +18.0% |
| 6M | -16.6% | +1.7% | -18.2% | -18.5% |
| YTD | -41.9% | +12.2% | -54.2% | -46.1% |
| 1Y | -37.0% | +15.4% | -52.5% | -42.3% |
| 3Y | +892.4% | +73.3% | +819.1% | +600.5% |
| 5Y | +297.3% | +24.7% | +272.6% | +219.4% |
| All | +500.0% | +31.6% | +468.4% | +366.9% |
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