+119,301.1%
APH vs VMC
+3,829.2%
+115,471.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.5% |
| 7D | -5.9% | +0.5% | -6.5% | -6.2% |
| 30D | -14.8% | +15.8% | -30.6% | -19.7% |
| 3M | -12.4% | +0.6% | -13.0% | -13.1% |
| 6M | +8.1% | -4.0% | +12.1% | +8.6% |
| YTD | +10.9% | -0.3% | +11.3% | +9.5% |
| 1Y | +8.8% | -0.5% | +9.3% | +7.5% |
| 3Y | +262.1% | +39.6% | +222.5% | +213.1% |
| 5Y | +283.1% | +50.1% | +233.1% | +220.3% |
| 10Y | +908.1% | +163.9% | +744.2% | +541.0% |
| All | +119,301.1% | +3,829.2% | +115,471.9% | +28,244.8% |
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