-39.3%
APA vs VCLT
+103.4%
-142.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | +23.4% | -0.9% | +24.3% | +23.4% |
| 3M | +12.7% | -3.2% | +15.9% | +12.8% |
| 6M | +39.4% | -3.8% | +43.2% | +39.7% |
| YTD | +79.0% | -2.0% | +81.0% | +79.0% |
| 1Y | +88.8% | -0.8% | +89.6% | +88.6% |
| 3Y | +6.4% | +12.3% | -5.9% | +5.4% |
| 5Y | +153.0% | -15.4% | +168.4% | +148.9% |
| 10Y | +7.5% | +15.7% | -8.2% | +17.2% |
| All | -39.3% | +103.4% | -142.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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