+1,041.3%
APH vs VGT
+788.0%
+253.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | +0.2% | +1.8% | -1.6% | -1.3% |
| 30D | -3.3% | -0.3% | -3.0% | -3.1% |
| 3M | +14.0% | +3.4% | +10.7% | +11.0% |
| 6M | +24.4% | +35.0% | -10.5% | -3.0% |
| YTD | +21.4% | +28.8% | -7.3% | -1.5% |
| 1Y | +48.9% | +38.0% | +11.0% | +14.6% |
| 3Y | +290.1% | +125.8% | +164.3% | +105.2% |
| 5Y | +352.8% | +134.7% | +218.1% | +126.9% |
| 10Y | +1,041.3% | +792.6% | +248.7% | +103.9% |
| All | +1,041.3% | +788.0% | +253.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling