+358.8%
APP vs VICR
+53.8%
+305.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.4% |
| 7D | +0.1% | +9.8% | -9.8% | -2.6% |
| 30D | -10.0% | -12.6% | +2.6% | -7.4% |
| 3M | -44.6% | -29.7% | -15.0% | -40.8% |
| 6M | -37.9% | +18.8% | -56.7% | -46.6% |
| YTD | -53.7% | +76.4% | -130.1% | -65.7% |
| 1Y | -43.0% | +282.4% | -325.3% | -68.4% |
| 3Y | +640.8% | +206.2% | +434.6% | +303.3% |
| 5Y | +358.8% | +53.9% | +304.9% | +217.5% |
| All | +358.8% | +53.8% | +305.1% | +217.5% |
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