-21.8%
ACHR vs VIVK
-100.0%
+78.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -5.4% | -9.5% | +4.1% | -5.1% |
| 30D | -19.7% | -35.1% | +15.4% | -18.9% |
| 3M | +7.9% | -93.4% | +101.3% | +15.8% |
| 6M | -13.8% | -98.0% | +84.2% | -5.2% |
| YTD | -27.5% | -97.9% | +70.3% | -22.2% |
| 1Y | -33.9% | -100.0% | +66.0% | -18.2% |
| All | -21.8% | -100.0% | +78.2% | -23.9% |
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