-97.9%
APLM vs VT
+62.0%
-159.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.7% | -1.6% | +6.3% | +5.3% |
| 30D | -10.4% | -2.5% | -7.9% | -9.7% |
| 3M | +20.8% | -1.3% | +22.1% | +21.3% |
| 6M | +28.5% | +3.1% | +25.4% | +27.5% |
| YTD | +11.5% | +10.9% | +0.5% | +8.4% |
| 1Y | +47.1% | +12.1% | +35.0% | +42.7% |
| 3Y | -73.8% | +73.9% | -147.7% | -75.8% |
| All | -97.9% | +62.0% | -159.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling