+4,229.8%
APH vs VIVK
-100.0%
+4,329.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.2% | +0.9% |
| 7D | +5.0% | -1.4% | +6.3% | +5.0% |
| 30D | -3.9% | -43.6% | +39.7% | -3.8% |
| 3M | +13.0% | -95.1% | +108.1% | +13.2% |
| 6M | +25.2% | -98.2% | +123.3% | +25.5% |
| YTD | +22.9% | -97.9% | +120.9% | +23.2% |
| 1Y | +47.8% | -100.0% | +147.8% | +48.5% |
| 3Y | +283.0% | -100.0% | +383.0% | +284.4% |
| 5Y | +349.7% | -100.0% | +449.7% | +351.3% |
| 10Y | +1,061.2% | -100.0% | +1,161.2% | +1,065.6% |
| All | +4,229.8% | -100.0% | +4,329.8% | +4,407.3% |
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 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