+13.4%
NSC vs APD
+19.3%
-5.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -6.2% | -3.7% | -2.6% | -5.4% |
| 30D | +2.6% | +9.6% | -7.0% | +1.0% |
| 3M | -5.8% | +1.6% | -7.5% | -6.2% |
| 6M | +2.1% | +2.2% | -0.1% | +1.9% |
| YTD | +12.7% | +25.9% | -13.2% | +8.2% |
| All | +13.4% | +19.3% | -5.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling