+309.6%
NSC vs APD
+185.9%
+123.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | -6.6% | -3.7% | -3.0% | -4.7% |
| 30D | +2.2% | +9.6% | -7.5% | -2.6% |
| 3M | -6.2% | +1.6% | -7.8% | -7.1% |
| 6M | +1.7% | +2.2% | -0.5% | -0.2% |
| YTD | +12.2% | +25.9% | -13.6% | -2.2% |
| 1Y | +15.4% | +20.1% | -4.7% | +2.7% |
| 3Y | +73.3% | +12.4% | +60.9% | +53.0% |
| 5Y | +24.7% | +11.1% | +13.6% | +8.5% |
| All | +309.6% | +185.9% | +123.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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