+848.7%
APA vs VSH
+1,674.8%
-826.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -4.3% |
| 7D | +0.5% | +4.1% | -3.5% | -0.6% |
| 30D | +23.4% | -4.2% | +27.6% | +24.0% |
| 3M | +12.7% | -50.0% | +62.7% | +29.7% |
| 6M | +39.4% | +80.2% | -40.8% | +11.3% |
| YTD | +79.0% | +121.1% | -42.1% | +34.4% |
| 1Y | +88.8% | +112.0% | -23.2% | +42.4% |
| 3Y | +6.4% | +22.5% | -16.2% | -9.3% |
| 5Y | +153.0% | +64.0% | +88.9% | +99.6% |
| 10Y | +7.5% | +170.4% | -162.8% | -20.2% |
| All | +848.7% | +1,674.8% | -826.1% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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