-41.7%
ACHR vs VIVK
-100.0%
+58.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.8% | +2.6% |
| 7D | -2.3% | -4.4% | +2.1% | -2.2% |
| 30D | -11.3% | -40.8% | +29.5% | -10.2% |
| 3M | +5.3% | -94.1% | +99.4% | +12.4% |
| 6M | -13.2% | -98.2% | +85.0% | -5.5% |
| YTD | -25.8% | -98.0% | +72.2% | -20.9% |
| 1Y | -34.3% | -100.0% | +65.7% | -22.2% |
| 3Y | -19.9% | -100.0% | +80.0% | -8.1% |
| All | -41.7% | -100.0% | +58.3% | -33.9% |
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 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