+905.9%
APA vs VMC
+3,567.9%
-2,661.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.5% | +1.1% | -6.7% | -6.2% |
| 30D | -1.2% | +17.7% | -18.8% | -7.9% |
| 3M | +10.6% | +1.1% | +9.5% | +9.1% |
| 6M | +28.4% | +1.8% | +26.6% | +24.6% |
| YTD | +89.7% | +1.5% | +88.2% | +81.8% |
| 1Y | +90.6% | -1.1% | +91.7% | +84.3% |
| 3Y | +36.9% | +38.8% | -1.9% | +13.4% |
| 5Y | +83.2% | +49.6% | +33.7% | +45.2% |
| 10Y | -0.1% | +130.6% | -130.7% | -33.4% |
| All | +905.9% | +3,567.9% | -2,661.9% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling