+528.8%
APP vs VMC
+73.2%
+455.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.9% |
| 7D | +79.2% | +0.3% | +78.9% | +77.3% |
| 30D | +48.0% | +18.6% | +29.4% | +27.7% |
| 3M | +18.2% | +2.0% | +16.2% | +14.7% |
| 6M | -12.5% | +2.6% | -15.1% | -16.6% |
| YTD | -39.2% | +2.3% | -41.4% | -43.7% |
| 1Y | -33.9% | +1.7% | -35.5% | -38.6% |
| 3Y | +933.3% | +41.7% | +891.6% | +586.9% |
| 5Y | +295.9% | +46.6% | +249.2% | +126.7% |
| All | +528.8% | +73.2% | +455.6% | +252.2% |
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