+848.7%
APA vs VMC
+3,246.6%
-2,397.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +0.5% | -4.3% | +4.9% | +2.2% |
| 30D | +23.4% | -8.2% | +31.6% | +27.4% |
| 3M | +12.7% | -7.0% | +19.7% | +14.5% |
| 6M | +39.4% | -10.8% | +50.2% | +42.3% |
| YTD | +79.0% | -7.4% | +86.3% | +79.1% |
| 1Y | +88.8% | -9.5% | +98.3% | +90.0% |
| 3Y | +6.4% | +20.5% | -14.1% | -6.4% |
| 5Y | +153.0% | +51.6% | +101.4% | +100.7% |
| 10Y | +7.5% | +150.0% | -142.5% | -29.9% |
| All | +848.7% | +3,246.6% | -2,397.9% | +251.1% |
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 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