+24.4%
NSC vs APD
+11.0%
+13.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -6.6% | -3.7% | -3.0% | -5.3% |
| 30D | +2.2% | +9.6% | -7.5% | -1.1% |
| 3M | -6.2% | +1.6% | -7.8% | -6.8% |
| 6M | +1.7% | +2.2% | -0.5% | +0.5% |
| YTD | +12.2% | +25.9% | -13.6% | +2.2% |
| 1Y | +15.4% | +20.1% | -4.7% | +6.7% |
| 3Y | +73.3% | +12.4% | +60.9% | +61.3% |
| All | +24.4% | +11.0% | +13.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling