-21.7%
AS vs VICR
+271.8%
-293.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -3.1% |
| 7D | -2.6% | +9.8% | -12.5% | -3.4% |
| 30D | -22.1% | -12.6% | -9.5% | -21.5% |
| 3M | -15.3% | -29.7% | +14.4% | -14.1% |
| 6M | -15.6% | +18.8% | -34.4% | -21.0% |
| YTD | -23.2% | +76.4% | -99.6% | -29.5% |
| 1Y | -21.7% | +282.4% | -304.1% | -32.1% |
| All | -21.7% | +271.8% | -293.5% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling