+955.2%
APH vs VIVK
-100.0%
+1,055.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -22.8% | +21.8% | -0.7% |
| 7D | -5.0% | -56.0% | +50.9% | -4.3% |
| 30D | -8.4% | -92.3% | +83.9% | -6.1% |
| 3M | -4.5% | -98.6% | +94.1% | -0.5% |
| 6M | +25.3% | -99.9% | +125.2% | +34.1% |
| YTD | +18.9% | -100.0% | +118.9% | +25.9% |
| 1Y | +11.9% | -100.0% | +111.9% | +21.4% |
| 3Y | +278.0% | -100.0% | +378.0% | +309.4% |
| 5Y | +306.4% | -100.0% | +406.4% | +341.3% |
| 10Y | +955.2% | -100.0% | +1,055.2% | +1,011.1% |
| All | +955.2% | -100.0% | +1,055.2% | +1,011.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling