+60.4%
APA vs VO
+827.2%
-766.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.8% |
| 30D | +23.4% | -0.3% | +23.7% | +23.6% |
| 3M | +12.7% | +2.9% | +9.7% | +7.4% |
| 6M | +39.4% | +9.3% | +30.1% | +20.8% |
| YTD | +79.0% | +14.2% | +64.8% | +46.4% |
| 1Y | +88.8% | +15.3% | +73.6% | +52.3% |
| 3Y | +6.4% | +56.2% | -49.9% | -41.7% |
| 5Y | +153.0% | +42.4% | +110.5% | +58.7% |
| 10Y | +7.5% | +194.7% | -187.2% | -67.1% |
| All | +60.4% | +827.2% | -766.8% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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