+3,482.5%
VMC vs APD
+6,189.3%
-2,706.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +0.5% | -3.7% | +4.2% | +2.2% |
| 30D | +15.8% | +9.6% | +6.2% | +11.4% |
| 3M | +0.6% | +1.6% | -1.1% | -0.1% |
| 6M | -4.0% | +2.2% | -6.2% | -5.4% |
| YTD | -0.3% | +25.9% | -26.2% | -10.7% |
| 1Y | -0.5% | +20.1% | -20.7% | -9.4% |
| 3Y | +39.6% | +12.4% | +27.2% | +26.2% |
| 5Y | +50.1% | +11.1% | +38.9% | +35.4% |
| 10Y | +163.9% | +190.1% | -26.2% | +50.3% |
| All | +3,482.5% | +6,189.3% | -2,706.8% | +821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling