+292.6%
APP vs NWSA
+12.8%
+279.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.1% |
| 7D | +71.2% | -9.4% | +80.6% | +77.7% |
| 30D | +39.1% | -7.8% | +46.8% | +41.9% |
| 3M | +16.5% | -10.8% | +27.3% | +21.9% |
| 6M | -16.6% | +1.1% | -17.6% | -24.7% |
| YTD | -41.9% | +1.8% | -43.7% | -48.2% |
| 1Y | -37.0% | +6.0% | -43.1% | -46.7% |
| 3Y | +892.4% | +24.6% | +867.9% | +618.4% |
| All | +292.6% | +12.8% | +279.9% | +203.6% |
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 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