-69.3%
APTV vs VIVK
-100.0%
+30.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -5.0% | -4.4% | -0.7% | -5.0% |
| 30D | -6.1% | -40.8% | +34.7% | -5.7% |
| 3M | -33.0% | -94.1% | +61.2% | -31.6% |
| 6M | -35.2% | -98.2% | +63.0% | -33.5% |
| YTD | -40.1% | -98.0% | +57.9% | -38.6% |
| 1Y | -45.6% | -100.0% | +54.4% | -44.3% |
| 3Y | -54.4% | -100.0% | +45.6% | -53.3% |
| All | -69.3% | -100.0% | +30.7% | -69.6% |
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 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