+136.0%
APO vs NWSA
+40.1%
+95.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -1.0% | -3.1% | +2.1% | +0.9% |
| 30D | -0.4% | +4.3% | -4.6% | -2.9% |
| 3M | -0.9% | +9.2% | -10.1% | -7.0% |
| 6M | +22.1% | +21.6% | +0.6% | +6.5% |
| YTD | -8.4% | +14.2% | -22.6% | -17.2% |
| 1Y | -0.9% | +1.8% | -2.7% | -3.4% |
| 3Y | +56.1% | +44.4% | +11.7% | +22.2% |
| 5Y | +136.0% | +41.0% | +95.1% | +78.1% |
| All | +136.0% | +40.1% | +95.9% | +78.1% |
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