+955.2%
APH vs NWSA
+149.3%
+805.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.0% | -9.7% | +4.6% | -1.3% |
| 30D | -8.4% | -8.6% | +0.3% | -5.4% |
| 3M | -4.5% | -6.3% | +1.8% | -2.8% |
| 6M | +25.3% | -1.2% | +26.5% | +23.5% |
| YTD | +18.9% | +2.6% | +16.3% | +14.6% |
| 1Y | +11.9% | 0.0% | +11.9% | +8.9% |
| 3Y | +278.0% | +30.1% | +247.9% | +224.8% |
| 5Y | +306.4% | +18.3% | +288.1% | +253.5% |
| 10Y | +955.2% | +149.3% | +805.8% | +544.4% |
| All | +955.2% | +149.3% | +805.8% | +544.4% |
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