-29.2%
APP vs VIVK
-100.0%
+70.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.8% | -2.7% |
| 7D | +10.6% | -38.6% | +49.2% | +10.6% |
| 30D | +44.6% | -87.7% | +132.3% | +46.2% |
| 3M | +29.6% | -98.9% | +128.5% | +32.5% |
| 6M | -19.8% | -100.0% | +80.2% | -14.4% |
| YTD | -41.6% | -100.0% | +58.4% | -37.7% |
| All | -29.2% | -100.0% | +70.8% | -9.4% |
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