+623.1%
ACN vs VIVK
-100.0%
+723.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -4.1% |
| 7D | -4.8% | +13.1% | -17.9% | -4.8% |
| 30D | +1.9% | -29.7% | +31.6% | +1.9% |
| 3M | +3.9% | -93.0% | +96.8% | +4.0% |
| 6M | -15.0% | -98.0% | +83.0% | -14.9% |
| YTD | -31.9% | -97.8% | +65.9% | -31.8% |
| 1Y | -28.5% | -100.0% | +71.5% | -28.3% |
| 3Y | -41.9% | -100.0% | +58.1% | -41.8% |
| 5Y | -42.9% | -100.0% | +57.1% | -42.7% |
| 10Y | +88.7% | -100.0% | +188.7% | +88.8% |
| All | +623.1% | -100.0% | +723.1% | +606.9% |
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 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