+528.8%
APP vs NWSA
+4.8%
+524.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.3% |
| 7D | +79.2% | -10.5% | +89.7% | +88.1% |
| 30D | +48.0% | -8.8% | +56.7% | +52.7% |
| 3M | +18.2% | -6.5% | +24.7% | +18.8% |
| 6M | -12.5% | -1.3% | -11.2% | -18.5% |
| YTD | -39.2% | +2.5% | -41.6% | -45.5% |
| 1Y | -33.9% | +0.2% | -34.1% | -39.6% |
| 3Y | +933.3% | +27.6% | +905.7% | +657.3% |
| 5Y | +295.9% | +17.0% | +278.9% | +189.8% |
| All | +528.8% | +4.8% | +524.1% | +381.6% |
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