-26.3%
APH vs VIVK
-100.0%
+73.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.5% | -53.3% | -47.9% |
| 7D | -48.7% | -10.0% | -38.8% | -48.6% |
| 30D | -51.9% | -43.6% | -8.3% | -51.4% |
| 3M | -43.6% | -95.1% | +51.6% | -41.0% |
| 6M | -37.5% | -98.2% | +60.7% | -34.1% |
| YTD | -38.6% | -97.9% | +59.3% | -36.2% |
| 1Y | -26.3% | -100.0% | +73.6% | -15.0% |
| All | -26.3% | -100.0% | +73.6% | -15.0% |
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