+916.7%
APO vs VICR
+1,679.8%
-763.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -1.2% |
| 7D | -3.5% | +5.0% | -8.5% | -4.5% |
| 30D | -6.6% | -12.5% | +5.9% | -4.9% |
| 3M | -3.3% | -33.6% | +30.3% | +1.8% |
| 6M | +22.6% | +10.7% | +11.9% | +12.4% |
| YTD | -9.8% | +80.6% | -90.4% | -26.5% |
| 1Y | -3.9% | +288.4% | -292.2% | -35.0% |
| 3Y | +52.5% | +213.8% | -161.3% | +0.7% |
| 5Y | +134.0% | +58.8% | +75.2% | +62.3% |
| All | +916.7% | +1,679.8% | -763.1% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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