-45.3%
APP vs VIVK
-100.0%
+54.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.2% |
| 7D | -4.4% | -7.9% | +3.5% | -4.3% |
| 30D | -10.0% | -42.0% | +31.9% | -9.7% |
| 3M | -41.4% | -92.5% | +51.1% | -40.2% |
| 6M | -41.0% | -98.0% | +57.0% | -38.7% |
| YTD | -54.7% | -97.9% | +43.2% | -53.2% |
| 1Y | -45.3% | -100.0% | +54.6% | -41.0% |
| All | -45.3% | -100.0% | +54.6% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling