-100.0%
VIVK vs APD
+166.7%
-266.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.2% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | -40.8% | -4.2% | -36.7% | -40.1% |
| 3M | -94.1% | +5.4% | -99.6% | -94.2% |
| 6M | -98.2% | +6.3% | -104.5% | -98.2% |
| YTD | -98.0% | +20.3% | -118.3% | -98.1% |
| 1Y | -100.0% | +1.6% | -101.6% | -100.0% |
| 3Y | -100.0% | +4.0% | -104.0% | -100.0% |
| 5Y | -100.0% | +23.3% | -123.3% | -100.0% |
| All | -100.0% | +166.7% | -266.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling