+335.7%
NSC vs APTV
-21.3%
+357.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | -2.0% | -1.2% | -0.9% | -1.8% |
| 30D | -3.2% | -10.6% | +7.5% | -0.1% |
| 3M | +3.9% | -35.0% | +38.9% | +16.8% |
| 6M | +7.8% | -38.9% | +46.7% | +21.9% |
| YTD | +13.4% | -41.5% | +54.9% | +29.4% |
| 1Y | +20.3% | -45.8% | +66.1% | +40.2% |
| 3Y | +76.1% | -55.7% | +131.8% | +111.1% |
| 5Y | +45.0% | -70.1% | +115.1% | +90.6% |
| 10Y | +335.7% | -19.1% | +354.8% | +289.5% |
| All | +335.7% | -21.3% | +357.0% | +289.5% |
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