+158.3%
APA vs VIVK
-100.0%
+258.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.7% |
| 7D | +4.6% | -4.4% | +9.0% | +4.7% |
| 30D | +11.9% | -40.8% | +52.7% | +13.4% |
| 3M | +22.5% | -94.1% | +116.6% | +29.4% |
| 6M | +37.5% | -98.2% | +135.7% | +46.8% |
| YTD | +87.2% | -98.0% | +185.2% | +95.7% |
| 1Y | +101.4% | -100.0% | +201.4% | +131.1% |
| 3Y | +16.9% | -100.0% | +116.9% | +30.4% |
| All | +158.3% | -100.0% | +258.3% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling