+291.1%
NSC vs APD
+191.6%
+99.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.6% | +2.2% | -0.5% | +0.5% |
| 30D | +4.2% | +9.4% | -5.2% | -0.6% |
| 3M | -0.2% | +4.7% | -4.9% | -2.7% |
| 6M | +7.6% | +5.5% | +2.1% | +3.9% |
| YTD | +17.4% | +31.4% | -14.0% | 0.0% |
| 1Y | +18.3% | +24.1% | -5.8% | +3.5% |
| 3Y | +79.8% | +28.8% | +51.0% | +47.5% |
| 5Y | +34.3% | +15.8% | +18.6% | +14.4% |
| All | +291.1% | +191.6% | +99.5% | +64.9% |
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