-79.8%
APLX vs VT
+14.3%
-94.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.2% | -4.1% | -25.1% | +2.0% |
| 7D | -50.0% | -4.2% | -45.8% | -28.4% |
| 30D | -72.9% | -5.8% | -67.1% | -52.8% |
| 3M | -82.6% | -5.2% | -77.4% | -70.0% |
| 6M | -92.9% | +0.1% | -93.0% | -90.4% |
| YTD | -88.3% | +8.2% | -96.5% | -88.7% |
| 1Y | -94.8% | +10.1% | -105.0% | -95.2% |
| All | -79.8% | +14.3% | -94.1% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling