+506.6%
APP vs NWSA
+4.9%
+501.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | +61.1% | -9.7% | +70.8% | +67.8% |
| 30D | +42.8% | -8.6% | +51.4% | +47.1% |
| 3M | +16.7% | -6.3% | +23.0% | +17.0% |
| 6M | -15.6% | -1.2% | -14.4% | -21.4% |
| YTD | -41.3% | +2.6% | -43.9% | -47.5% |
| 1Y | -39.3% | 0.0% | -39.3% | -44.4% |
| 3Y | +803.2% | +30.1% | +773.1% | +551.5% |
| 5Y | +313.2% | +18.3% | +294.8% | +200.8% |
| All | +506.6% | +4.9% | +501.7% | +364.0% |
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