+16.7%
APD vs VLTO
+54.1%
-37.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -0.7% | +12.0% | -12.7% | -4.1% |
| 30D | +10.1% | +20.8% | -10.7% | +4.1% |
| 3M | +4.9% | +20.1% | -15.2% | -0.8% |
| 6M | +2.5% | +32.6% | -30.2% | -6.2% |
| YTD | +27.8% | +17.3% | +10.5% | +21.4% |
| 1Y | +32.9% | +17.3% | +15.6% | +26.2% |
| 3Y | +13.4% | +66.9% | -53.5% | +2.0% |
| All | +16.7% | +54.1% | -37.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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