-37.5%
APH vs NWSA
+28.2%
-65.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.0% | -46.7% | -48.0% |
| 7D | -48.7% | -2.6% | -46.1% | -49.1% |
| 30D | -51.9% | +4.6% | -56.5% | -51.0% |
| 3M | -43.6% | +13.2% | -56.8% | -39.8% |
| 6M | -37.5% | +27.0% | -64.5% | -36.2% |
| All | -37.5% | +28.2% | -65.7% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling