-76.2%
APLX vs VT
+14.6%
-90.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +0.2% | +17.9% | +16.3% |
| 7D | -28.8% | -2.3% | -26.5% | -13.3% |
| 30D | -63.8% | -5.0% | -58.8% | -41.2% |
| 3M | -78.0% | -4.9% | -73.1% | -63.0% |
| 6M | -93.1% | -1.5% | -91.5% | -89.5% |
| YTD | -86.1% | +8.5% | -94.6% | -86.8% |
| 1Y | -93.1% | +11.4% | -104.5% | -93.8% |
| All | -76.2% | +14.6% | -90.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling