+33.4%
AG vs VIVK
-100.0%
+133.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -27.5% | +36.6% | +8.9% |
| 7D | -2.6% | -68.7% | +66.1% | -3.0% |
| 30D | -12.1% | -90.0% | +77.9% | -13.1% |
| 3M | -6.6% | -98.1% | +91.5% | -9.4% |
| 6M | -20.5% | -99.9% | +79.5% | -26.0% |
| YTD | -7.4% | -99.9% | +92.5% | -10.0% |
| 1Y | +33.4% | -100.0% | +133.4% | +62.5% |
| All | +33.4% | -100.0% | +133.4% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling