+27.2%
NSC vs APD
+12.1%
+15.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | -5.4% | -1.6% | -3.8% | -4.8% |
| 30D | +2.9% | +10.6% | -7.7% | -0.6% |
| 3M | -2.2% | +2.5% | -4.7% | -3.1% |
| 6M | +5.3% | +6.0% | -0.7% | +2.7% |
| YTD | +14.8% | +28.4% | -13.7% | +3.8% |
| 1Y | +16.6% | +22.2% | -5.6% | +7.1% |
| 3Y | +78.6% | +26.6% | +52.0% | +58.2% |
| 5Y | +27.2% | +11.8% | +15.4% | +18.4% |
| All | +27.2% | +12.1% | +15.0% | +18.4% |
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 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