-35.9%
APP vs VICR
+272.1%
-308.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -23.3% | -13.9% | -9.3% | -22.0% |
| 3M | -42.6% | -38.4% | -4.2% | -39.6% |
| 6M | -33.6% | -7.2% | -26.4% | -36.2% |
| YTD | -52.4% | +72.0% | -124.5% | -57.2% |
| 1Y | -35.9% | +263.3% | -299.2% | -39.7% |
| All | -35.9% | +272.1% | -308.0% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling