+930.0%
APH vs VICR
+978.3%
-48.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | +4.9% | +8.3% | -3.4% | +3.2% |
| 30D | -5.4% | -35.2% | +29.8% | +2.3% |
| 3M | -5.5% | -29.8% | +24.4% | -0.5% |
| 6M | +25.9% | -48.6% | +74.5% | +38.3% |
| YTD | +16.4% | +45.1% | -28.8% | +1.1% |
| 1Y | +16.5% | +79.6% | -63.1% | -3.0% |
| 3Y | +270.9% | +335.4% | -64.5% | +142.9% |
| 5Y | +289.5% | -1.0% | +290.5% | +211.1% |
| All | +930.0% | +978.3% | -48.3% | +444.4% |
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