+1,733.4%
APH vs NWSA
+101.5%
+1,632.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.4% | -12.2% | +12.6% | +5.5% |
| 30D | -8.0% | -8.7% | +0.7% | -5.1% |
| 3M | -5.0% | -6.0% | +1.0% | -3.4% |
| 6M | +29.9% | -0.3% | +30.2% | +27.7% |
| YTD | +18.0% | +3.5% | +14.5% | +13.5% |
| 1Y | +11.3% | +0.8% | +10.6% | +8.2% |
| 3Y | +274.9% | +31.1% | +243.8% | +223.9% |
| 5Y | +300.6% | +18.8% | +281.8% | +250.9% |
| 10Y | +944.2% | +147.9% | +796.3% | +539.0% |
| All | +1,733.4% | +101.5% | +1,632.0% | +1,084.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling