+16.0%
AA vs VIVK
-100.0%
+116.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -27.5% | +30.2% | +3.0% |
| 7D | +0.9% | -68.7% | +69.6% | +2.0% |
| 30D | -6.4% | -90.0% | +83.6% | -4.2% |
| 3M | -13.0% | -98.1% | +85.1% | -9.5% |
| 6M | -34.6% | -99.9% | +65.3% | -29.5% |
| YTD | -23.0% | -99.9% | +76.9% | -16.6% |
| 1Y | +16.0% | -100.0% | +116.0% | +41.4% |
| All | +16.0% | -100.0% | +116.0% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling