-11.3%
ABT vs VIVK
-100.0%
+88.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -1.3% |
| 7D | -5.9% | -4.4% | -1.5% | -5.9% |
| 30D | -8.1% | -40.8% | +32.7% | -7.9% |
| 3M | +14.5% | -94.1% | +108.7% | +16.0% |
| 6M | -6.3% | -98.2% | +91.9% | -4.7% |
| YTD | -17.1% | -98.0% | +80.9% | -16.2% |
| 1Y | -21.4% | -100.0% | +78.6% | -19.1% |
| 3Y | +5.9% | -100.0% | +105.9% | +8.5% |
| All | -11.3% | -100.0% | +88.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling