+298.3%
NSC vs APTV
-25.9%
+324.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -3.4% | -4.3% | +0.9% | -2.2% |
| 30D | +3.6% | -9.7% | +13.3% | +6.7% |
| 3M | -1.4% | -20.6% | +19.2% | +5.2% |
| 6M | +6.0% | -31.7% | +37.7% | +15.9% |
| YTD | +15.5% | -48.0% | +63.5% | +36.2% |
| 1Y | +16.2% | -52.1% | +68.3% | +40.5% |
| 3Y | +76.9% | -47.9% | +124.8% | +100.2% |
| 5Y | +29.3% | -76.9% | +106.2% | +85.8% |
| 10Y | +298.3% | -26.7% | +325.0% | +261.3% |
| All | +298.3% | -25.9% | +324.2% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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