+951.3%
APH vs NWSA
+159.6%
+791.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +7.9% |
| 7D | +1.1% | -10.5% | +11.6% | +5.5% |
| 30D | -7.5% | -8.8% | +1.3% | -4.4% |
| 3M | -4.4% | -6.5% | +2.1% | -2.6% |
| 6M | +26.5% | -1.3% | +27.8% | +24.7% |
| YTD | +20.0% | +2.5% | +17.6% | +15.7% |
| 1Y | +16.9% | +0.2% | +16.7% | +13.7% |
| 3Y | +288.5% | +27.6% | +260.9% | +236.5% |
| 5Y | +310.3% | +17.0% | +293.3% | +258.6% |
| 10Y | +951.3% | +148.3% | +802.9% | +541.5% |
| All | +951.3% | +159.6% | +791.7% | +541.5% |
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