+653.5%
APP vs NWSA
+47.8%
+605.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.7% |
| 7D | +0.9% | -1.9% | +2.8% | +2.4% |
| 30D | -23.3% | +4.6% | -27.9% | -26.8% |
| 3M | -42.6% | +13.2% | -55.9% | -49.6% |
| 6M | -33.6% | +27.0% | -60.6% | -48.2% |
| YTD | -52.4% | +16.8% | -69.3% | -59.9% |
| 1Y | -35.9% | +4.5% | -40.4% | -39.5% |
| All | +653.5% | +47.8% | +605.7% | +447.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling