+1,067.6%
APA vs VICR
+10,134.2%
-9,066.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.1% |
| 7D | +8.5% | +8.3% | +0.3% | +7.3% |
| 30D | +2.8% | -35.2% | +38.0% | +7.7% |
| 3M | +21.7% | -29.8% | +51.5% | +24.6% |
| 6M | +32.6% | -48.6% | +81.2% | +37.8% |
| YTD | +103.7% | +45.1% | +58.6% | +76.6% |
| 1Y | +101.8% | +79.6% | +22.2% | +69.5% |
| 3Y | +48.1% | +335.4% | -287.3% | +3.3% |
| 5Y | +91.9% | -1.0% | +92.9% | +53.9% |
| 10Y | +8.4% | +993.1% | -984.8% | -40.3% |
| All | +1,067.6% | +10,134.2% | -9,066.7% | +456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling