+930.0%
APH vs NWSA
+148.1%
+781.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.8% |
| 7D | +4.9% | +2.2% | +2.7% | +3.9% |
| 30D | -5.4% | -8.8% | +3.4% | -2.3% |
| 3M | -5.5% | -6.5% | +1.0% | -3.7% |
| 6M | +25.9% | +1.5% | +24.4% | +22.8% |
| YTD | +16.4% | +4.0% | +12.3% | +11.4% |
| 1Y | +16.5% | +3.4% | +13.0% | +11.7% |
| 3Y | +270.9% | +34.8% | +236.0% | +213.7% |
| 5Y | +289.5% | +18.4% | +271.1% | +238.7% |
| All | +930.0% | +148.1% | +781.9% | +523.1% |
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