+97.9%
APA vs VMC
-13.8%
+111.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | +0.8% | -3.7% | +4.5% | -0.5% |
| 30D | +9.6% | -12.8% | +22.4% | +4.7% |
| 3M | +18.0% | -7.9% | +25.9% | +15.4% |
| 6M | +41.9% | -7.5% | +49.4% | +39.4% |
| YTD | +86.3% | -11.6% | +97.9% | +85.4% |
| 1Y | +97.9% | -14.3% | +112.1% | +97.6% |
| All | +97.9% | -13.8% | +111.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VMC 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling