+15.2%
APD vs VICR
+7.1%
+8.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | +0.7% |
| 7D | -1.2% | +5.7% | -6.8% | -1.5% |
| 30D | +11.0% | -35.2% | +46.2% | +13.1% |
| 3M | +2.6% | -20.3% | +22.9% | +2.8% |
| 6M | +4.8% | -46.3% | +51.1% | +6.5% |
| YTD | +31.0% | +53.4% | -22.4% | +22.1% |
| 1Y | +23.4% | +81.6% | -58.2% | +13.5% |
| 3Y | +28.4% | +360.5% | -332.2% | +5.3% |
| 5Y | +15.2% | +4.4% | +10.8% | -3.9% |
| All | +15.2% | +7.1% | +8.1% | -3.9% |
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