+7.8%
APD vs VCLT
+12.2%
-4.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -1.9% | -0.6% | -1.3% | -1.6% |
| 3M | +8.2% | -2.2% | +10.5% | +9.3% |
| 6M | +10.7% | -2.9% | +13.6% | +12.2% |
| YTD | +22.9% | -2.1% | +25.0% | +23.8% |
| 1Y | +5.8% | -2.6% | +8.4% | +7.0% |
| 3Y | +7.8% | +12.5% | -4.7% | +4.3% |
| All | +7.8% | +12.2% | -4.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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