+107.2%
APA vs NWSA
+18.2%
+88.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.7% | -10.6% | -6.0% |
| 7D | -13.0% | +4.3% | -17.2% | -12.0% |
| 30D | +2.0% | +5.6% | -3.6% | +3.3% |
| 3M | +24.9% | +7.3% | +17.7% | +27.1% |
| 6M | +7.2% | +18.8% | -11.7% | +11.6% |
| YTD | +87.1% | +17.9% | +69.2% | +94.8% |
| 1Y | +107.2% | +19.3% | +87.8% | +115.7% |
| All | +107.2% | +18.2% | +88.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling