+527.5%
APP vs VIVK
-100.0%
+627.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.5% | +11.4% | +4.0% |
| 7D | +4.6% | -57.7% | +62.2% | +5.0% |
| 30D | +56.0% | -87.3% | +143.3% | +57.9% |
| 3M | +30.8% | -98.9% | +129.7% | +34.4% |
| 6M | -9.8% | -100.0% | +90.2% | -5.3% |
| YTD | -39.3% | -100.0% | +60.7% | -36.6% |
| 1Y | -26.4% | -100.0% | +73.6% | -21.7% |
| 3Y | +887.9% | -100.0% | +987.9% | +936.2% |
| 5Y | +264.1% | -100.0% | +364.1% | +285.3% |
| All | +527.5% | -100.0% | +627.5% | +508.7% |
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