+6.1%
APA vs VICR
+978.3%
-972.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.1% |
| 7D | +8.5% | +8.3% | +0.3% | +7.2% |
| 30D | +2.8% | -35.2% | +38.0% | +7.9% |
| 3M | +21.7% | -29.8% | +51.5% | +24.7% |
| 6M | +32.6% | -48.6% | +81.2% | +38.2% |
| YTD | +103.7% | +45.1% | +58.6% | +69.1% |
| 1Y | +101.8% | +79.6% | +22.2% | +60.6% |
| 3Y | +48.1% | +335.4% | -287.3% | -8.7% |
| 5Y | +91.9% | -1.0% | +92.9% | +48.6% |
| All | +6.1% | +978.3% | -972.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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