+944.4%
APA vs VICR
+12,339.4%
-11,395.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | -1.7% | +9.8% | -11.5% | -3.0% |
| 30D | +15.7% | -12.6% | +28.3% | +17.2% |
| 3M | +16.5% | -29.7% | +46.1% | +19.5% |
| 6M | +35.1% | +18.8% | +16.3% | +24.9% |
| YTD | +82.2% | +76.4% | +5.8% | +57.1% |
| 1Y | +102.5% | +282.4% | -179.9% | +53.9% |
| 3Y | +10.3% | +206.2% | -195.9% | -17.8% |
| 5Y | +166.1% | +53.9% | +112.2% | +104.7% |
| 10Y | -4.9% | +1,572.3% | -1,577.2% | -49.5% |
| All | +944.4% | +12,339.4% | -11,395.0% | +395.1% |
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