+531.9%
NSC vs APTV
+194.6%
+337.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | -5.5% | +4.8% | -10.3% | -6.9% |
| 30D | -3.2% | +2.0% | -5.2% | -4.1% |
| 3M | +7.7% | -34.2% | +41.9% | +21.3% |
| 6M | +4.5% | -34.7% | +39.2% | +16.6% |
| YTD | +15.6% | -37.0% | +52.5% | +29.8% |
| 1Y | +19.8% | -40.4% | +60.2% | +36.6% |
| 3Y | +70.1% | -54.1% | +124.2% | +103.9% |
| 5Y | +46.1% | -68.0% | +114.1% | +90.2% |
| 10Y | +328.1% | -15.5% | +343.6% | +248.9% |
| All | +531.9% | +194.6% | +337.3% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling