+40.1%
APAM vs VT
+75.0%
-34.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.9% |
| 30D | -0.9% | +1.0% | -1.9% | -2.2% |
| 3M | +13.1% | +2.4% | +10.7% | +9.5% |
| 6M | +8.0% | +12.0% | -4.0% | -7.1% |
| YTD | +10.2% | +15.3% | -5.2% | -9.0% |
| 1Y | -2.5% | +22.6% | -25.1% | -26.2% |
| All | +40.1% | +75.0% | -34.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling