-45.3%
APP vs VICR
+263.7%
-309.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.5% |
| 7D | -4.4% | +1.3% | -5.6% | -4.6% |
| 30D | -10.0% | -11.9% | +1.9% | -8.9% |
| 3M | -41.4% | -35.1% | -6.3% | -38.6% |
| 6M | -41.0% | +8.1% | -49.2% | -44.8% |
| YTD | -54.7% | +67.8% | -122.5% | -59.8% |
| 1Y | -45.3% | +267.3% | -312.6% | -51.0% |
| All | -45.3% | +263.7% | -309.0% | -51.0% |
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 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