+459.6%
APLD vs VIVK
-100.0%
+559.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -3.9% |
| 7D | +9.0% | -7.9% | +16.8% | +9.2% |
| 30D | -6.6% | -42.0% | +35.4% | -5.0% |
| 3M | -35.2% | -92.5% | +57.3% | -30.6% |
| 6M | +0.4% | -98.0% | +98.4% | +10.6% |
| YTD | +10.7% | -97.9% | +108.6% | +18.0% |
| 1Y | +78.6% | -100.0% | +178.5% | +124.1% |
| 3Y | +423.9% | -100.0% | +523.9% | +528.6% |
| All | +459.6% | -100.0% | +559.6% | +557.3% |
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 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