+295.9%
APP vs VIVK
-100.0%
+395.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -23.6% | +28.4% | +5.0% |
| 7D | +79.2% | -44.2% | +123.4% | +79.7% |
| 30D | +48.0% | -90.0% | +138.0% | +51.1% |
| 3M | +18.2% | -98.0% | +116.2% | +22.3% |
| 6M | -12.5% | -99.9% | +87.4% | -6.3% |
| YTD | -39.2% | -99.9% | +60.8% | -35.6% |
| 1Y | -33.9% | -100.0% | +66.1% | -27.9% |
| 3Y | +933.3% | -100.0% | +1,033.3% | +1,002.7% |
| 5Y | +295.9% | -100.0% | +395.9% | +411.9% |
| All | +295.9% | -100.0% | +395.9% | +411.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling