+291.1%
APH vs NWSA
+46.6%
+244.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +5.0% | -1.9% | +6.8% | +5.5% |
| 30D | -3.9% | +4.6% | -8.5% | -5.1% |
| 3M | +13.0% | +13.2% | -0.3% | +8.7% |
| 6M | +25.2% | +27.0% | -1.8% | +14.7% |
| YTD | +22.9% | +16.8% | +6.1% | +16.2% |
| 1Y | +47.8% | +4.5% | +43.3% | +46.7% |
| All | +291.1% | +46.6% | +244.4% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling