+1,810.7%
APH vs NWSA
+127.4%
+1,683.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +5.0% | -1.9% | +6.8% | +5.7% |
| 30D | -3.9% | +4.6% | -8.5% | -5.7% |
| 3M | +13.0% | +13.2% | -0.3% | +6.6% |
| 6M | +25.2% | +27.0% | -1.8% | +12.3% |
| YTD | +22.9% | +16.8% | +6.1% | +13.5% |
| 1Y | +47.8% | +4.5% | +43.3% | +42.2% |
| 3Y | +283.0% | +46.2% | +236.8% | +218.6% |
| 5Y | +349.7% | +40.9% | +308.7% | +270.6% |
| 10Y | +1,061.2% | +145.1% | +916.1% | +612.0% |
| All | +1,810.7% | +127.4% | +1,683.3% | +1,085.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling