+74.2%
AA vs VIVK
-100.0%
+174.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.2% | -4.8% |
| 7D | -5.4% | -9.5% | +4.1% | -5.3% |
| 30D | -10.7% | -35.1% | +24.4% | -10.4% |
| 3M | -26.2% | -93.4% | +67.2% | -24.7% |
| 6M | -20.9% | -98.0% | +77.0% | -18.6% |
| YTD | -8.6% | -97.9% | +89.2% | -6.3% |
| 1Y | +57.4% | -100.0% | +157.4% | +65.2% |
| All | +74.2% | -100.0% | +174.2% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling