-100.0%
VIVK vs APD
+572.3%
-672.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.0% | -11.4% | -12.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.4% |
| 30D | -43.6% | +2.1% | -45.7% | -43.6% |
| 3M | -95.1% | +7.2% | -102.3% | -95.1% |
| 6M | -98.2% | +11.2% | -109.4% | -98.2% |
| YTD | -97.9% | +24.4% | -122.3% | -97.9% |
| 1Y | -100.0% | +6.7% | -106.6% | -100.0% |
| 3Y | -100.0% | +9.2% | -109.2% | -100.0% |
| 5Y | -100.0% | +27.4% | -127.4% | -100.0% |
| 10Y | -100.0% | +164.8% | -264.8% | -100.0% |
| All | -100.0% | +572.3% | -672.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling