+152.5%
VMC vs APD
+162.9%
-10.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -2.9% |
| 7D | -5.3% | -4.6% | -0.7% | -3.4% |
| 30D | -12.3% | -4.2% | -8.1% | -10.7% |
| 3M | -10.3% | +5.0% | -15.2% | -12.4% |
| 6M | -8.6% | +8.9% | -17.5% | -12.3% |
| YTD | -11.9% | +21.9% | -33.8% | -19.7% |
| 1Y | -13.9% | +5.6% | -19.5% | -17.0% |
| 3Y | +18.2% | +6.9% | +11.3% | +9.8% |
| 5Y | +47.7% | +25.3% | +22.4% | +24.6% |
| 10Y | +152.5% | +169.1% | -16.6% | +38.6% |
| All | +152.5% | +162.9% | -10.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling