+282.2%
APH vs NWSA
+12.8%
+269.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.2% |
| 7D | -5.9% | -9.4% | +3.4% | -2.7% |
| 30D | -14.8% | -7.8% | -7.0% | -12.6% |
| 3M | -12.4% | -10.8% | -1.7% | -9.4% |
| 6M | +8.1% | +1.1% | +7.0% | +5.5% |
| YTD | +10.9% | +1.8% | +9.1% | +7.4% |
| 1Y | +8.8% | +6.0% | +2.8% | +3.1% |
| 3Y | +262.1% | +24.6% | +237.5% | +216.2% |
| All | +282.2% | +12.8% | +269.4% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling