-18.6%
APA vs VIVK
-100.0%
+81.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.6% |
| 7D | +8.5% | -57.7% | +66.2% | +8.6% |
| 30D | +2.8% | -87.3% | +90.0% | +2.9% |
| 3M | +21.7% | -98.9% | +120.6% | +22.0% |
| 6M | +32.6% | -100.0% | +132.6% | +33.1% |
| YTD | +103.7% | -100.0% | +203.7% | +104.3% |
| 1Y | +101.8% | -100.0% | +201.8% | +102.6% |
| 3Y | +48.1% | -100.0% | +148.1% | +48.6% |
| 5Y | +91.9% | -100.0% | +191.9% | +92.6% |
| 10Y | +8.4% | -100.0% | +108.4% | +9.5% |
| All | -18.6% | -100.0% | +81.4% | -11.3% |
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