+5,605.4%
NSC vs APD
+6,115.6%
-510.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -5.5% | -2.2% | -3.3% | -4.5% |
| 30D | -3.2% | +2.1% | -5.3% | -4.3% |
| 3M | +7.7% | +7.2% | +0.5% | +3.5% |
| 6M | +4.5% | +11.2% | -6.7% | -1.7% |
| YTD | +15.6% | +24.4% | -8.8% | +2.6% |
| 1Y | +19.8% | +6.7% | +13.2% | +13.8% |
| 3Y | +70.1% | +9.2% | +60.9% | +54.5% |
| 5Y | +46.1% | +27.4% | +18.8% | +21.1% |
| 10Y | +328.1% | +164.8% | +163.3% | +146.1% |
| All | +5,605.4% | +6,115.6% | -510.3% | +753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling