+114,578.9%
APH vs VMC
+3,868.0%
+110,710.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.8% |
| 7D | -12.7% | +1.9% | -14.6% | -13.4% |
| 30D | -19.2% | +14.7% | -33.9% | -23.5% |
| 3M | -16.7% | -0.3% | -16.4% | -17.0% |
| 6M | +5.1% | -1.7% | +6.8% | +4.7% |
| YTD | +6.6% | +0.7% | +5.9% | +4.8% |
| 1Y | +3.9% | +0.9% | +3.0% | +2.2% |
| 3Y | +246.0% | +40.5% | +205.5% | +198.5% |
| 5Y | +268.0% | +51.5% | +216.5% | +206.5% |
| 10Y | +868.2% | +166.5% | +701.7% | +513.5% |
| All | +114,578.9% | +3,868.0% | +110,710.9% | +27,028.0% |
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