+3,227.9%
VMC vs APD
+6,115.6%
-2,887.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.4% |
| 30D | -8.2% | +2.1% | -10.3% | -9.1% |
| 3M | -7.0% | +7.2% | -14.2% | -10.2% |
| 6M | -10.8% | +11.2% | -22.0% | -15.4% |
| YTD | -7.4% | +24.4% | -31.8% | -16.6% |
| 1Y | -9.5% | +6.7% | -16.2% | -13.4% |
| 3Y | +20.5% | +9.2% | +11.2% | +10.3% |
| 5Y | +51.6% | +27.4% | +24.2% | +28.6% |
| 10Y | +150.0% | +164.8% | -14.8% | +48.2% |
| All | +3,227.9% | +6,115.6% | -2,887.7% | +759.7% |
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