+61,451.9%
APH vs VICR
+961.6%
+60,490.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.9% |
| 7D | -48.7% | -7.4% | -41.3% | -48.0% |
| 30D | -51.9% | -13.9% | -38.0% | -50.7% |
| 3M | -43.6% | -38.4% | -5.1% | -38.8% |
| 6M | -37.5% | -7.2% | -30.3% | -39.4% |
| YTD | -38.6% | +72.0% | -110.7% | -47.8% |
| 1Y | -26.3% | +263.3% | -289.6% | -46.8% |
| 3Y | +89.2% | +173.3% | -84.1% | +35.1% |
| 5Y | +119.8% | +47.3% | +72.5% | +62.0% |
| 10Y | +454.3% | +1,495.2% | -1,040.9% | +128.8% |
| All | +61,451.9% | +961.6% | +60,490.4% | +17,252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling