-33.0%
APA vs NWSA
+127.4%
-160.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.6% |
| 30D | +23.4% | +4.6% | +18.8% | +19.9% |
| 3M | +12.7% | +13.2% | -0.5% | +3.5% |
| 6M | +39.4% | +27.0% | +12.4% | +18.3% |
| YTD | +79.0% | +16.8% | +62.1% | +58.4% |
| 1Y | +88.8% | +4.5% | +84.3% | +77.4% |
| 3Y | +6.4% | +46.2% | -39.9% | -20.4% |
| 5Y | +153.0% | +40.9% | +112.1% | +86.4% |
| 10Y | +7.5% | +145.1% | -137.6% | -48.1% |
| All | -33.0% | +127.4% | -160.4% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling