-12.9%
VMC vs APD
+5.6%
-18.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | -9.1% | -1.9% | -7.2% | -8.8% |
| 3M | -4.1% | +8.2% | -12.4% | -5.0% |
| 6M | -5.5% | +10.7% | -16.3% | -6.7% |
| YTD | -8.9% | +22.9% | -31.8% | -12.0% |
| 1Y | -12.9% | +5.8% | -18.7% | -9.6% |
| All | -12.9% | +5.6% | -18.6% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling