+520.8%
APP vs VICR
+96.8%
+424.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.6% | +1.4% |
| 7D | +48.9% | +5.7% | +43.3% | +45.1% |
| 30D | +49.4% | -35.2% | +84.6% | +62.9% |
| 3M | +27.0% | -20.3% | +47.3% | +27.0% |
| 6M | -15.4% | -46.3% | +30.9% | -9.0% |
| YTD | -39.9% | +53.4% | -93.3% | -56.0% |
| 1Y | -32.0% | +81.6% | -113.5% | -52.9% |
| 3Y | +824.3% | +360.5% | +463.8% | +322.5% |
| 5Y | +252.4% | +4.4% | +248.0% | +130.7% |
| All | +520.8% | +96.8% | +424.0% | +236.5% |
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 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