+640.8%
APP vs VIVK
-100.0%
+740.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.3% | -2.7% |
| 7D | +0.1% | +13.1% | -13.0% | 0.0% |
| 30D | -10.0% | -29.7% | +19.6% | -9.9% |
| 3M | -44.6% | -93.0% | +48.3% | -43.7% |
| 6M | -37.9% | -98.0% | +60.1% | -36.1% |
| YTD | -53.7% | -97.8% | +44.1% | -52.6% |
| 1Y | -43.0% | -100.0% | +57.0% | -40.5% |
| 3Y | +640.8% | -100.0% | +740.7% | +595.6% |
| All | +640.8% | -100.0% | +740.7% | +595.6% |
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