+955.2%
APH vs VICR
+1,054.9%
-99.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -5.0% | -9.7% | +4.6% | -3.1% |
| 30D | -8.4% | -39.2% | +30.9% | +0.4% |
| 3M | -4.5% | -22.6% | +18.1% | -1.4% |
| 6M | +25.3% | -37.0% | +62.2% | +31.1% |
| YTD | +18.9% | +47.5% | -28.6% | +3.0% |
| 1Y | +11.9% | +75.0% | -63.1% | -6.3% |
| 3Y | +278.0% | +343.0% | -65.0% | +146.8% |
| 5Y | +306.4% | +3.9% | +302.5% | +221.4% |
| 10Y | +955.2% | +1,034.6% | -79.4% | +458.7% |
| All | +955.2% | +1,054.9% | -99.7% | +458.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling