+799.0%
APH vs NWSA
+127.4%
+671.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.0% | -46.7% | -47.4% |
| 7D | -48.7% | -2.6% | -46.1% | -48.0% |
| 30D | -51.9% | +4.6% | -56.5% | -52.7% |
| 3M | -43.6% | +13.2% | -56.8% | -46.5% |
| 6M | -37.5% | +27.0% | -64.5% | -43.7% |
| YTD | -38.6% | +16.8% | -55.5% | -43.1% |
| 1Y | -26.3% | +4.5% | -30.8% | -28.9% |
| 3Y | +89.2% | +46.2% | +43.0% | +58.0% |
| 5Y | +119.8% | +40.9% | +78.9% | +81.8% |
| 10Y | +454.3% | +145.1% | +309.1% | +241.1% |
| All | +799.0% | +127.4% | +671.6% | +459.8% |
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 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