+309.2%
APAM vs VT
+231.8%
+77.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +2.4% |
| 7D | +16.5% | -0.3% | +16.8% | +17.0% |
| 30D | +17.6% | -1.4% | +19.1% | +19.8% |
| 3M | -3.4% | -1.4% | -2.0% | -1.9% |
| 6M | +14.3% | +5.5% | +8.8% | +5.4% |
| YTD | +7.2% | +12.8% | -5.6% | -10.0% |
| 1Y | +2.2% | +15.4% | -13.3% | -17.1% |
| 3Y | +43.1% | +76.9% | -33.8% | -35.0% |
| 5Y | +22.8% | +60.4% | -37.6% | -35.0% |
| 10Y | +309.2% | +232.8% | +76.4% | -3.8% |
| All | +309.2% | +231.8% | +77.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling