+291.1%
NSC vs APTV
-27.3%
+318.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +1.6% | -5.0% | +6.6% | +3.2% |
| 30D | +4.2% | -12.3% | +16.5% | +8.2% |
| 3M | -0.2% | -19.9% | +19.7% | +6.2% |
| 6M | +7.6% | -29.4% | +36.9% | +16.4% |
| YTD | +17.4% | -49.0% | +66.4% | +39.2% |
| 1Y | +18.3% | -53.1% | +71.4% | +43.9% |
| 3Y | +79.8% | -48.9% | +128.7% | +104.6% |
| 5Y | +34.3% | -77.2% | +111.6% | +93.7% |
| All | +291.1% | -27.3% | +318.4% | +258.9% |
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