+45.9%
NSC vs APTV
-69.4%
+115.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.5% |
| 7D | -1.5% | +2.0% | -3.5% | -2.0% |
| 30D | -1.9% | -7.7% | +5.8% | -0.3% |
| 3M | +6.2% | -34.0% | +40.2% | +15.7% |
| 6M | +9.2% | -37.1% | +46.3% | +19.3% |
| YTD | +15.0% | -39.9% | +54.9% | +26.7% |
| 1Y | +21.1% | -44.4% | +65.5% | +35.8% |
| 3Y | +78.6% | -54.5% | +133.1% | +104.7% |
| 5Y | +45.9% | -69.1% | +115.0% | +80.2% |
| All | +45.9% | -69.4% | +115.3% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling