-98.3%
APLM vs VT
+58.1%
-156.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -9.2% |
| 7D | -18.4% | -4.2% | -14.2% | -17.0% |
| 30D | -23.2% | -5.8% | -17.4% | -21.5% |
| 3M | -1.7% | -5.2% | +3.5% | +0.2% |
| 6M | +6.1% | +0.1% | +6.0% | +6.5% |
| YTD | -9.2% | +8.2% | -17.4% | -10.8% |
| 1Y | +39.6% | +10.1% | +29.5% | +36.6% |
| 3Y | -78.7% | +69.7% | -148.3% | -80.1% |
| All | -98.3% | +58.1% | -156.4% | -98.4% |
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