+24.4%
NSC vs APTV
-77.0%
+101.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.6% | -2.1% |
| 7D | -6.6% | -10.2% | +3.6% | -4.4% |
| 30D | +2.2% | -10.8% | +13.0% | +4.7% |
| 3M | -6.2% | -14.8% | +8.6% | -3.2% |
| 6M | +1.7% | -30.6% | +32.2% | +8.2% |
| YTD | +12.2% | -48.2% | +60.4% | +27.5% |
| 1Y | +15.4% | -52.0% | +67.4% | +33.6% |
| 3Y | +73.3% | -47.0% | +120.4% | +89.1% |
| All | +24.4% | -77.0% | +101.4% | +68.8% |
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