+391.7%
APP vs VICR
+120.7%
+270.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.7% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -23.3% | -13.9% | -9.3% | -20.7% |
| 3M | -42.6% | -38.4% | -4.2% | -36.4% |
| 6M | -33.6% | -7.2% | -26.4% | -38.5% |
| YTD | -52.4% | +72.0% | -124.5% | -64.4% |
| 1Y | -35.9% | +263.3% | -299.2% | -63.7% |
| 3Y | +642.2% | +173.3% | +468.9% | +322.0% |
| 5Y | +311.1% | +47.3% | +263.8% | +161.7% |
| All | +391.7% | +120.7% | +270.9% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling