-4.1%
APA vs NWSA
+148.8%
-153.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +0.8% | -4.8% | +5.5% | +3.7% |
| 30D | +9.6% | +3.0% | +6.7% | +7.6% |
| 3M | +18.0% | +9.3% | +8.7% | +10.7% |
| 6M | +41.9% | +23.2% | +18.7% | +22.3% |
| YTD | +86.3% | +13.3% | +73.0% | +67.7% |
| 1Y | +97.9% | +2.9% | +95.0% | +87.7% |
| 3Y | +12.8% | +43.3% | -30.5% | -15.2% |
| 5Y | +177.2% | +40.9% | +136.3% | +102.1% |
| All | -4.1% | +148.8% | -153.0% | -53.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling