+804.4%
AAOI vs VIVK
-100.0%
+904.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.0% |
| 7D | -0.2% | -4.4% | +4.2% | -0.1% |
| 30D | -23.7% | -40.8% | +17.1% | -23.6% |
| 3M | -39.0% | -94.1% | +55.1% | -38.7% |
| 6M | -17.0% | -98.2% | +81.1% | -17.9% |
| YTD | +202.2% | -98.0% | +300.2% | +188.5% |
| 1Y | +292.4% | -100.0% | +392.4% | +322.5% |
| 3Y | +804.4% | -100.0% | +904.4% | +681.1% |
| All | +804.4% | -100.0% | +904.4% | +681.1% |
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