+783.0%
APP vs VLTO
+54.1%
+728.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.4% | +31.3% |
| 7D | +39.7% | +12.0% | +27.7% | +28.7% |
| 30D | +27.7% | +20.8% | +6.9% | +11.1% |
| 3M | -14.8% | +20.1% | -34.9% | -25.7% |
| 6M | -25.5% | +32.6% | -58.1% | -40.5% |
| YTD | -47.2% | +17.3% | -64.5% | -52.8% |
| 1Y | -42.3% | +17.3% | -59.6% | -48.7% |
| 3Y | +806.8% | +66.9% | +739.9% | +576.5% |
| All | +783.0% | +54.1% | +728.8% | +577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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