+25.3%
APAM vs VT
+66.2%
-40.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +13.1% | +2.4% | +10.7% | +9.3% |
| 6M | +8.0% | +12.0% | -4.0% | -7.5% |
| YTD | +10.2% | +15.3% | -5.2% | -9.4% |
| 1Y | -2.5% | +22.6% | -25.1% | -26.4% |
| 3Y | +36.8% | +74.7% | -37.9% | -35.3% |
| All | +25.3% | +66.2% | -40.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling