+504.7%
APD vs VCLT
+102.2%
+402.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | +9.6% | +3.7% | +5.9% | +9.1% |
| 3M | +1.6% | -1.0% | +2.6% | +1.8% |
| 6M | +2.2% | -3.4% | +5.5% | +2.6% |
| YTD | +25.9% | -2.6% | +28.5% | +26.2% |
| 1Y | +20.1% | -3.3% | +23.4% | +20.6% |
| 3Y | +12.4% | +17.3% | -4.9% | +10.8% |
| 5Y | +11.1% | -17.0% | +28.1% | +8.7% |
| 10Y | +190.1% | +18.1% | +172.0% | +207.1% |
| All | +504.7% | +102.2% | +402.5% | +717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling