+908.2%
APO vs NWSA
+148.8%
+759.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -1.9% |
| 7D | -4.9% | -4.8% | -0.1% | -2.2% |
| 30D | -8.4% | +3.0% | -11.4% | -10.0% |
| 3M | -2.1% | +9.3% | -11.4% | -7.7% |
| 6M | +19.2% | +23.2% | -3.9% | +4.6% |
| YTD | -10.5% | +13.3% | -23.9% | -18.1% |
| 1Y | -2.7% | +2.9% | -5.6% | -5.8% |
| 3Y | +52.5% | +43.3% | +9.2% | +22.6% |
| 5Y | +132.1% | +40.9% | +91.2% | +84.0% |
| All | +908.2% | +148.8% | +759.4% | +427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling