-28.5%
APA vs VIVK
-100.0%
+71.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.3% | +9.1% | -3.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | +23.4% | -43.6% | +67.0% | +23.4% |
| 3M | +12.7% | -95.1% | +107.8% | +12.8% |
| 6M | +39.4% | -98.2% | +137.6% | +39.6% |
| YTD | +79.0% | -97.9% | +176.9% | +79.1% |
| 1Y | +88.8% | -100.0% | +188.8% | +89.3% |
| 3Y | +6.4% | -100.0% | +106.3% | +6.6% |
| 5Y | +153.0% | -100.0% | +253.0% | +153.4% |
| 10Y | +7.5% | -100.0% | +107.5% | +8.5% |
| All | -28.5% | -100.0% | +71.5% | -22.2% |
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