+120.4%
AS vs VICR
+395.5%
-275.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.8% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -19.6% | -13.9% | -5.7% | -18.3% |
| 3M | -14.4% | -38.4% | +24.0% | -10.1% |
| 6M | -20.1% | -7.2% | -12.9% | -23.9% |
| YTD | -20.9% | +72.0% | -93.0% | -32.8% |
| 1Y | -21.9% | +263.3% | -285.2% | -43.3% |
| All | +120.4% | +395.5% | -275.2% | +48.1% |
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 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