+1,062.4%
APH vs VICR
+1,508.7%
-446.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.4% |
| 7D | +1.6% | +1.3% | +0.4% | +1.3% |
| 30D | -3.0% | -11.9% | +9.0% | -0.9% |
| 3M | +5.7% | -35.1% | +40.9% | +13.3% |
| 6M | +20.0% | +8.1% | +11.8% | +13.2% |
| YTD | +20.8% | +67.8% | -47.0% | +3.6% |
| 1Y | +40.2% | +267.3% | -227.1% | +1.8% |
| 3Y | +288.1% | +191.2% | +96.9% | +176.0% |
| 5Y | +352.5% | +48.1% | +304.4% | +236.4% |
| 10Y | +1,062.4% | +1,546.1% | -483.7% | +469.1% |
| All | +1,062.4% | +1,508.7% | -446.2% | +469.1% |
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 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