+16.4%
APH vs VIVK
-100.0%
+116.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -27.5% | +21.3% | -5.7% |
| 7D | -2.4% | -68.7% | +66.3% | -0.9% |
| 30D | -9.5% | -90.0% | +80.6% | -6.6% |
| 3M | -7.6% | -98.1% | +90.4% | -2.5% |
| 6M | +12.4% | -99.9% | +112.3% | +23.2% |
| YTD | +17.5% | -99.9% | +117.4% | +27.5% |
| 1Y | +16.4% | -100.0% | +116.4% | +42.3% |
| All | +16.4% | -100.0% | +116.4% | +42.3% |
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 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