+4,128.0%
APH vs VIVK
-100.0%
+4,228.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -23.6% | +31.8% | +8.2% |
| 7D | +1.1% | -44.2% | +45.3% | +1.1% |
| 30D | -7.5% | -90.0% | +82.5% | -7.3% |
| 3M | -4.4% | -98.0% | +93.6% | -4.1% |
| 6M | +26.5% | -99.9% | +126.4% | +27.2% |
| YTD | +20.0% | -99.9% | +120.0% | +20.6% |
| 1Y | +16.9% | -100.0% | +116.9% | +17.6% |
| 3Y | +288.5% | -100.0% | +388.5% | +291.0% |
| 5Y | +310.3% | -100.0% | +410.3% | +312.9% |
| 10Y | +951.3% | -100.0% | +1,051.3% | +958.1% |
| All | +4,128.0% | -100.0% | +4,228.0% | +4,313.8% |
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