+520.8%
APP vs VMC
+70.2%
+450.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +3.1% |
| 7D | +48.9% | -4.3% | +53.2% | +52.6% |
| 30D | +49.4% | +16.2% | +33.2% | +30.9% |
| 3M | +27.0% | -0.8% | +27.8% | +26.0% |
| 6M | -15.4% | +1.2% | -16.6% | -18.5% |
| YTD | -39.9% | +0.5% | -40.4% | -43.6% |
| 1Y | -32.0% | -2.9% | -29.1% | -34.2% |
| 3Y | +824.3% | +37.3% | +787.0% | +530.2% |
| 5Y | +252.4% | +48.8% | +203.7% | +103.6% |
| All | +520.8% | +70.2% | +450.6% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling