+269.3%
APLD vs VIVK
-100.0%
+369.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -14.3% | +21.7% | +8.0% |
| 7D | +7.8% | -48.0% | +55.8% | +10.4% |
| 30D | -23.0% | -88.4% | +65.5% | -16.9% |
| 3M | -39.7% | -98.7% | +59.0% | -30.3% |
| 6M | -59.8% | -100.0% | +40.1% | -48.7% |
| YTD | -27.0% | -100.0% | +73.0% | -11.4% |
| 1Y | -37.3% | -100.0% | +62.7% | -13.7% |
| 3Y | +281.9% | -100.0% | +381.9% | +415.3% |
| All | +269.3% | -100.0% | +369.3% | +393.9% |
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