+132,206.3%
APH vs VICR
+961.6%
+131,244.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -0.2% |
| 7D | +5.0% | +0.4% | +4.5% | +4.7% |
| 30D | -3.9% | -13.9% | +10.1% | -1.4% |
| 3M | +13.0% | -38.4% | +51.4% | +22.5% |
| 6M | +25.2% | -7.2% | +32.4% | +21.4% |
| YTD | +22.9% | +72.0% | -49.1% | +4.6% |
| 1Y | +47.8% | +263.3% | -215.5% | +6.7% |
| 3Y | +283.0% | +173.3% | +109.8% | +173.3% |
| 5Y | +349.7% | +47.3% | +302.4% | +231.1% |
| 10Y | +1,061.2% | +1,495.2% | -433.9% | +379.1% |
| All | +132,206.3% | +961.6% | +131,244.7% | +37,182.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling