+61,451.9%
APH vs VMC
+3,550.0%
+57,902.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.6% | -45.2% | -46.8% |
| 7D | -48.7% | -4.1% | -44.6% | -47.4% |
| 30D | -51.9% | -8.2% | -43.7% | -49.9% |
| 3M | -43.6% | -7.0% | -36.5% | -41.8% |
| 6M | -37.5% | -10.8% | -26.8% | -34.6% |
| YTD | -38.6% | -7.4% | -31.2% | -36.8% |
| 1Y | -26.3% | -9.5% | -16.8% | -23.7% |
| 3Y | +89.2% | +20.5% | +68.7% | +75.0% |
| 5Y | +119.8% | +51.6% | +68.2% | +85.6% |
| 10Y | +454.3% | +150.0% | +304.2% | +264.0% |
| All | +61,451.9% | +3,550.0% | +57,902.0% | +15,132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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