+175.6%
APA vs VICR
+46.6%
+129.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +3.3% |
| 7D | +0.3% | +1.3% | -0.9% | +0.2% |
| 30D | +9.3% | -11.9% | +21.3% | +10.1% |
| 3M | +23.3% | -35.1% | +58.5% | +26.2% |
| 6M | +39.5% | +8.1% | +31.3% | +32.1% |
| YTD | +87.6% | +67.8% | +19.8% | +65.5% |
| 1Y | +114.2% | +267.3% | -153.1% | +67.5% |
| 3Y | +13.6% | +191.2% | -177.6% | -12.5% |
| 5Y | +175.6% | +48.1% | +127.5% | +122.2% |
| All | +175.6% | +46.6% | +129.0% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling