+1,041.3%
APH vs NWSA
+143.8%
+897.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.5% |
| 7D | +0.2% | -2.6% | +2.9% | +1.3% |
| 30D | -3.3% | +4.6% | -7.9% | -5.2% |
| 3M | +14.0% | +10.2% | +3.8% | +8.7% |
| 6M | +24.4% | +21.6% | +2.8% | +13.3% |
| YTD | +21.4% | +14.6% | +6.8% | +12.7% |
| 1Y | +48.9% | +0.4% | +48.6% | +45.7% |
| 3Y | +290.1% | +45.0% | +245.1% | +223.1% |
| 5Y | +352.8% | +41.3% | +311.5% | +269.3% |
| 10Y | +1,041.3% | +142.8% | +898.5% | +589.2% |
| All | +1,041.3% | +143.8% | +897.4% | +589.2% |
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