+97.4%
AA vs VIVK
-100.0%
+197.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.3% | +10.2% | -2.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | +5.0% | -43.6% | +48.6% | +5.1% |
| 3M | -35.8% | -95.1% | +59.3% | -35.5% |
| 6M | -18.4% | -98.2% | +79.8% | -18.0% |
| YTD | -5.5% | -97.9% | +92.4% | -5.1% |
| 1Y | +61.0% | -100.0% | +160.9% | +62.5% |
| 3Y | +66.2% | -100.0% | +166.2% | +67.5% |
| 5Y | +11.4% | -100.0% | +111.4% | +12.3% |
| 10Y | +116.9% | -100.0% | +216.9% | +117.5% |
| All | +97.4% | -100.0% | +197.4% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling