+60.9%
AG vs VIVK
-100.0%
+160.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -4.9% |
| 7D | -5.8% | -9.5% | +3.7% | -5.8% |
| 30D | +6.4% | -35.1% | +41.5% | +6.4% |
| 3M | +28.4% | -93.4% | +121.7% | +28.6% |
| 6M | -24.5% | -98.0% | +73.5% | -24.3% |
| YTD | +21.2% | -97.9% | +119.0% | +21.3% |
| 1Y | +114.1% | -100.0% | +214.1% | +121.3% |
| 3Y | +268.0% | -100.0% | +368.0% | +272.0% |
| All | +60.9% | -100.0% | +160.9% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling