+292.6%
APP vs VMC
+42.5%
+250.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +10.7% |
| 7D | +71.2% | +0.5% | +70.7% | +68.6% |
| 30D | +39.1% | +15.8% | +23.3% | +20.6% |
| 3M | +16.5% | +0.6% | +16.0% | +14.0% |
| 6M | -16.6% | -4.0% | -12.5% | -16.2% |
| YTD | -41.9% | -0.3% | -41.6% | -45.7% |
| 1Y | -37.0% | -0.5% | -36.5% | -41.2% |
| 3Y | +892.4% | +39.6% | +852.9% | +517.4% |
| All | +292.6% | +42.5% | +250.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling