+88.8%
APA vs VIVK
-100.0%
+188.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.3% | +9.1% | -3.0% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | +23.4% | -43.6% | +67.0% | +24.3% |
| 3M | +12.7% | -95.1% | +107.8% | +15.1% |
| 6M | +39.4% | -98.2% | +137.6% | +42.3% |
| YTD | +79.0% | -97.9% | +176.9% | +81.1% |
| 1Y | +88.8% | -100.0% | +188.8% | +87.8% |
| All | +88.8% | -100.0% | +188.8% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling