-100.0%
VIVK vs APD
+13.7%
-113.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.9% | -15.3% | -14.6% |
| 7D | -48.0% | -1.2% | -46.8% | -47.8% |
| 30D | -88.4% | +11.0% | -99.5% | -88.8% |
| 3M | -98.7% | +2.6% | -101.3% | -98.7% |
| 6M | -100.0% | +4.8% | -104.8% | -100.0% |
| YTD | -100.0% | +31.0% | -130.9% | -100.0% |
| 1Y | -100.0% | +23.4% | -123.4% | -100.0% |
| 3Y | -100.0% | +28.4% | -128.4% | -100.0% |
| 5Y | -100.0% | +15.2% | -115.2% | -100.0% |
| All | -100.0% | +13.7% | -113.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling