+4.5%
NSC vs APTV
-33.5%
+38.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.5% |
| 7D | -5.5% | +4.8% | -10.3% | -5.5% |
| 30D | -3.2% | +2.0% | -5.2% | -3.2% |
| 3M | +7.7% | -34.2% | +41.9% | +8.9% |
| 6M | +4.5% | -34.7% | +39.2% | +5.6% |
| All | +4.5% | -33.5% | +38.1% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling