+166.1%
APA vs VMC
+52.4%
+113.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +15.7% | -9.1% | +24.8% | +19.1% |
| 3M | +16.5% | -4.1% | +20.6% | +16.5% |
| 6M | +35.1% | -5.5% | +40.6% | +34.2% |
| YTD | +82.2% | -8.9% | +91.1% | +82.4% |
| 1Y | +102.5% | -12.9% | +115.4% | +106.1% |
| 3Y | +10.3% | +22.1% | -11.8% | -7.9% |
| 5Y | +166.1% | +52.7% | +113.4% | +90.1% |
| All | +166.1% | +52.4% | +113.7% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling