+25.3%
APD vs VICR
+46.6%
-21.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.6% |
| 7D | -4.6% | +1.3% | -5.8% | -4.7% |
| 30D | -4.2% | -11.9% | +7.7% | -3.7% |
| 3M | +5.0% | -35.1% | +40.1% | +6.7% |
| 6M | +8.9% | +8.1% | +0.8% | +5.9% |
| YTD | +21.9% | +67.8% | -45.9% | +14.0% |
| 1Y | +5.6% | +267.3% | -261.7% | -8.1% |
| 3Y | +6.9% | +191.2% | -184.3% | -8.2% |
| 5Y | +25.3% | +48.1% | -22.7% | +7.9% |
| All | +25.3% | +46.6% | -21.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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