+169.1%
APD vs NWSA
+144.0%
+25.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -4.6% | -3.1% | -1.5% | -3.6% |
| 30D | -4.2% | +4.3% | -8.5% | -5.6% |
| 3M | +5.0% | +9.2% | -4.2% | +1.5% |
| 6M | +8.9% | +21.6% | -12.6% | +1.2% |
| YTD | +21.9% | +14.2% | +7.7% | +15.3% |
| 1Y | +5.6% | +1.8% | +3.8% | +3.8% |
| 3Y | +6.9% | +44.4% | -37.6% | -8.0% |
| 5Y | +25.3% | +41.0% | -15.6% | +5.7% |
| 10Y | +169.1% | +150.0% | +19.0% | +67.4% |
| All | +169.1% | +144.0% | +25.0% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling