-97.2%
APLM vs VT
+68.5%
-165.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.4% | +0.4% | +2.9% | +3.2% |
| 30D | +59.1% | +1.0% | +58.1% | +58.6% |
| 3M | +96.4% | +2.4% | +94.0% | +95.3% |
| 6M | +34.1% | +12.0% | +22.1% | +29.7% |
| YTD | +47.1% | +15.3% | +31.7% | +41.3% |
| 1Y | +401.7% | +22.6% | +379.1% | +374.7% |
| 3Y | -94.0% | +74.7% | -168.6% | -94.5% |
| All | -97.2% | +68.5% | -165.7% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling