+125.3%
AS vs VICR
+332.8%
-207.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.6% |
| 7D | -3.6% | +21.9% | -25.5% | -5.9% |
| 30D | +3.4% | -38.4% | +41.8% | +8.6% |
| 3M | -8.6% | -27.2% | +18.6% | -7.2% |
| 6M | -10.0% | -43.7% | +33.7% | -7.5% |
| YTD | -19.2% | +50.3% | -69.4% | -31.7% |
| 1Y | -3.8% | +74.6% | -78.3% | -21.0% |
| All | +125.3% | +332.8% | -207.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling