+5,966.9%
APD vs VICR
+10,497.2%
-4,530.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.6% |
| 7D | +2.2% | +21.9% | -19.7% | -0.3% |
| 30D | +9.4% | -38.4% | +47.8% | +14.5% |
| 3M | +4.7% | -27.2% | +31.8% | +6.4% |
| 6M | +5.5% | -43.7% | +49.2% | +8.3% |
| YTD | +31.4% | +50.3% | -18.9% | +17.1% |
| 1Y | +24.1% | +74.6% | -50.4% | +8.4% |
| 3Y | +28.8% | +351.2% | -322.4% | -5.7% |
| 5Y | +15.8% | +2.5% | +13.3% | -4.4% |
| 10Y | +191.6% | +1,031.9% | -840.3% | +64.5% |
| All | +5,966.9% | +10,497.2% | -4,530.2% | +2,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling