+172.4%
APTV vs VIVK
-100.0%
+272.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.7% | -2.7% |
| 7D | -1.2% | -7.9% | +6.7% | -1.2% |
| 30D | -10.6% | -42.0% | +31.3% | -10.6% |
| 3M | -35.0% | -92.5% | +57.5% | -34.9% |
| 6M | -38.9% | -98.0% | +59.1% | -38.8% |
| YTD | -41.5% | -97.9% | +56.4% | -41.4% |
| 1Y | -45.8% | -100.0% | +54.2% | -45.7% |
| 3Y | -55.7% | -100.0% | +44.3% | -55.6% |
| 5Y | -70.1% | -100.0% | +29.9% | -70.1% |
| 10Y | -19.1% | -100.0% | +80.9% | -18.8% |
| All | +172.4% | -100.0% | +272.4% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling