-44.8%
ACHR vs VIVK
-100.0%
+55.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.3% | +0.7% | -5.5% |
| 7D | -2.7% | -7.9% | +5.2% | -2.5% |
| 30D | -12.1% | -42.0% | +29.8% | -11.1% |
| 3M | +3.4% | -92.5% | +95.9% | +8.9% |
| 6M | -15.6% | -98.0% | +82.4% | -9.0% |
| YTD | -26.9% | -97.9% | +71.0% | -22.5% |
| 1Y | -34.8% | -100.0% | +65.2% | -24.0% |
| 3Y | -19.2% | -100.0% | +80.7% | -8.4% |
| 5Y | -43.8% | -100.0% | +56.2% | -35.9% |
| All | -44.8% | -100.0% | +55.2% | -38.3% |
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