+520.8%
APP vs VIVK
-100.0%
+620.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -14.3% | +16.7% | +2.4% |
| 7D | +48.9% | -48.0% | +96.9% | +49.2% |
| 30D | +49.4% | -88.4% | +137.9% | +51.4% |
| 3M | +27.0% | -98.7% | +125.7% | +30.4% |
| 6M | -15.4% | -100.0% | +84.6% | -11.1% |
| YTD | -39.9% | -100.0% | +60.0% | -37.3% |
| 1Y | -32.0% | -100.0% | +68.0% | -27.7% |
| 3Y | +824.3% | -100.0% | +924.3% | +869.4% |
| 5Y | +252.4% | -100.0% | +352.4% | +272.4% |
| All | +520.8% | -100.0% | +620.8% | +501.7% |
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