+391.7%
APP vs NWSA
+19.4%
+372.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.9% |
| 7D | +0.9% | -1.9% | +2.8% | +2.5% |
| 30D | -23.3% | +4.6% | -27.9% | -27.1% |
| 3M | -42.6% | +13.2% | -55.9% | -50.1% |
| 6M | -33.6% | +27.0% | -60.6% | -48.6% |
| YTD | -52.4% | +16.8% | -69.3% | -60.1% |
| 1Y | -35.9% | +4.5% | -40.4% | -40.6% |
| 3Y | +642.2% | +46.2% | +596.0% | +405.5% |
| 5Y | +311.1% | +40.9% | +270.2% | +176.8% |
| All | +391.7% | +19.4% | +372.2% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling