+250.4%
APP vs VMC
+46.0%
+204.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -1.5% |
| 7D | +10.6% | -1.7% | +12.2% | +12.1% |
| 30D | +44.6% | +15.3% | +29.3% | +25.9% |
| 3M | +29.6% | +0.3% | +29.3% | +27.0% |
| 6M | -19.8% | +0.9% | -20.6% | -23.0% |
| YTD | -41.6% | -1.0% | -40.6% | -45.1% |
| 1Y | -32.7% | -4.3% | -28.4% | -34.6% |
| 3Y | +799.0% | +35.3% | +763.7% | +477.2% |
| 5Y | +250.4% | +44.4% | +206.0% | +84.9% |
| All | +250.4% | +46.0% | +204.3% | +84.9% |
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