+352.8%
APH vs VIVK
-100.0%
+452.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.4% |
| 7D | +0.2% | +13.1% | -12.8% | 0.0% |
| 30D | -3.3% | -29.7% | +26.3% | -2.9% |
| 3M | +14.0% | -93.0% | +107.0% | +17.3% |
| 6M | +24.4% | -98.0% | +122.4% | +29.3% |
| YTD | +21.4% | -97.8% | +119.2% | +24.9% |
| 1Y | +48.9% | -100.0% | +148.9% | +60.3% |
| 3Y | +290.1% | -100.0% | +390.1% | +314.3% |
| 5Y | +352.8% | -100.0% | +452.8% | +372.1% |
| All | +352.8% | -100.0% | +452.8% | +372.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling