+61.6%
AG vs VIVK
-100.0%
+161.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.4% | +4.5% | -2.9% |
| 7D | -6.7% | -4.4% | -2.4% | -6.7% |
| 30D | +2.2% | -40.8% | +43.0% | +2.3% |
| 3M | +15.7% | -94.1% | +109.8% | +16.7% |
| 6M | -23.8% | -98.2% | +74.4% | -23.0% |
| YTD | +17.6% | -98.0% | +115.6% | +18.4% |
| 1Y | +88.6% | -100.0% | +188.6% | +94.2% |
| 3Y | +253.4% | -100.0% | +353.4% | +260.9% |
| 5Y | +62.4% | -100.0% | +162.4% | +65.7% |
| All | +61.6% | -100.0% | +161.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling