+6,248.0%
AAPL vs VIVK
-100.0%
+6,348.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.8% | -1.2% |
| 7D | -2.7% | +13.1% | -15.8% | -2.7% |
| 30D | +1.0% | -29.7% | +30.7% | +1.0% |
| 3M | +5.0% | -93.0% | +97.9% | +5.0% |
| 6M | +23.0% | -98.0% | +121.0% | +23.1% |
| YTD | +16.6% | -97.8% | +114.4% | +16.7% |
| 1Y | +33.4% | -100.0% | +133.4% | +33.6% |
| 3Y | +79.9% | -100.0% | +179.9% | +80.1% |
| 5Y | +109.0% | -100.0% | +209.0% | +109.2% |
| 10Y | +1,210.4% | -100.0% | +1,310.4% | +1,211.5% |
| All | +6,248.0% | -100.0% | +6,348.0% | +6,350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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