+113.1%
ADI vs VIVK
-100.0%
+213.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.0% |
| 7D | +1.3% | -9.5% | +10.8% | +1.3% |
| 30D | -6.0% | -35.1% | +29.2% | -6.0% |
| 3M | -7.7% | -93.4% | +85.6% | -7.5% |
| 6M | +14.0% | -98.0% | +111.9% | +14.4% |
| YTD | +34.4% | -97.9% | +132.2% | +34.0% |
| 1Y | +48.0% | -100.0% | +147.9% | +49.4% |
| All | +113.1% | -100.0% | +213.1% | +105.8% |
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