+17.2%
APA vs VIVK
-100.0%
+117.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.3% | +9.3% | +3.1% |
| 7D | +0.3% | -7.9% | +8.2% | +0.4% |
| 30D | +9.3% | -42.0% | +51.3% | +10.1% |
| 3M | +23.3% | -92.5% | +115.8% | +26.1% |
| 6M | +39.5% | -98.0% | +137.5% | +43.2% |
| YTD | +87.6% | -97.9% | +185.5% | +90.9% |
| 1Y | +114.2% | -100.0% | +214.2% | +126.4% |
| All | +17.2% | -100.0% | +117.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling