+298.1%
APP vs VICR
-1.1%
+299.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.8% |
| 7D | +4.6% | +8.3% | -3.7% | +2.4% |
| 30D | +56.0% | -35.2% | +91.2% | +69.8% |
| 3M | +30.8% | -29.8% | +60.7% | +35.6% |
| 6M | -9.8% | -48.6% | +38.8% | -1.7% |
| YTD | -39.3% | +45.1% | -84.4% | -55.0% |
| 1Y | -26.4% | +79.6% | -106.0% | -49.2% |
| 3Y | +887.9% | +335.4% | +552.5% | +356.2% |
| All | +298.1% | -1.1% | +299.2% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling