+446.5%
APLD vs VIVK
-100.0%
+546.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.7% | -0.3% | +7.1% |
| 7D | +16.6% | +13.1% | +3.5% | +16.1% |
| 30D | -3.1% | -29.7% | +26.6% | -2.2% |
| 3M | -30.9% | -93.0% | +62.1% | -26.0% |
| 6M | +12.6% | -98.0% | +110.6% | +23.4% |
| YTD | +15.5% | -97.8% | +113.2% | +22.3% |
| 1Y | +103.5% | -100.0% | +203.5% | +157.5% |
| 3Y | +446.5% | -100.0% | +546.5% | +585.0% |
| All | +446.5% | -100.0% | +546.5% | +585.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling