-52.7%
APYX vs VT
+174.0%
-226.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | -4.1% | +22.2% | +23.5% |
| 7D | +13.8% | -4.2% | +17.9% | +19.0% |
| 30D | +20.2% | -5.8% | +26.0% | +29.0% |
| 3M | -26.1% | -5.2% | -20.8% | -21.3% |
| 6M | +9.7% | +0.1% | +9.5% | +8.0% |
| YTD | -12.6% | +8.2% | -20.8% | -22.2% |
| 1Y | -2.5% | +10.1% | -12.7% | -15.5% |
| 3Y | +16.8% | +69.7% | -52.9% | -41.8% |
| 5Y | -79.8% | +53.4% | -133.2% | -89.0% |
| All | -52.7% | +174.0% | -226.7% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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