+172.4%
APTV vs VICR
+2,055.6%
-1,883.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -1.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.4% |
| 30D | -10.6% | -11.9% | +1.3% | -8.9% |
| 3M | -35.0% | -35.1% | +0.1% | -31.1% |
| 6M | -38.9% | +8.1% | -47.0% | -43.6% |
| YTD | -41.5% | +67.8% | -109.3% | -51.6% |
| 1Y | -45.8% | +267.3% | -313.1% | -63.0% |
| 3Y | -55.7% | +191.2% | -246.9% | -70.7% |
| 5Y | -70.1% | +48.1% | -118.2% | -79.1% |
| 10Y | -19.1% | +1,546.1% | -1,565.2% | -66.7% |
| All | +172.4% | +2,055.6% | -1,883.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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