-100.0%
VIVK vs APD
+25.2%
-125.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.1% |
| 7D | -7.9% | -4.6% | -3.3% | -6.8% |
| 30D | -42.0% | -4.2% | -37.8% | -41.3% |
| 3M | -92.5% | +5.0% | -97.5% | -92.6% |
| 6M | -98.0% | +8.9% | -106.9% | -98.1% |
| YTD | -97.9% | +21.9% | -119.8% | -98.0% |
| 1Y | -100.0% | +5.6% | -105.5% | -100.0% |
| 3Y | -100.0% | +6.9% | -106.9% | -100.0% |
| 5Y | -100.0% | +25.3% | -125.3% | -100.0% |
| All | -100.0% | +25.2% | -125.2% | -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