+119,301.1%
APH vs VICR
+727.0%
+118,574.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.7% | -4.6% | +2.4% |
| 7D | -5.9% | -23.1% | +17.2% | -0.9% |
| 30D | -14.8% | -48.1% | +33.3% | -3.6% |
| 3M | -12.4% | -32.8% | +20.4% | -7.0% |
| 6M | +8.1% | -47.6% | +55.7% | +17.3% |
| YTD | +10.9% | +34.0% | -23.1% | -2.3% |
| 1Y | +8.8% | +65.0% | -56.2% | -8.2% |
| 3Y | +262.1% | +277.1% | -15.0% | +141.3% |
| 5Y | +283.1% | -5.3% | +288.4% | +204.1% |
| 10Y | +908.1% | +1,075.0% | -166.9% | +336.2% |
| All | +119,301.1% | +727.0% | +118,574.2% | +34,724.5% |
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