+39.4%
APA vs VMC
-11.2%
+50.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -2.6% |
| 7D | +0.5% | -4.3% | +4.9% | -2.2% |
| 30D | +23.4% | -8.2% | +31.6% | +16.9% |
| 3M | +12.7% | -7.0% | +19.7% | +9.7% |
| 6M | +39.4% | -10.8% | +50.2% | +37.6% |
| All | +39.4% | -11.2% | +50.6% | +37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling