+838.6%
AG vs VIVK
-100.0%
+938.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +2.1% |
| 7D | -0.1% | -7.9% | +7.8% | -0.1% |
| 30D | +12.5% | -42.0% | +54.4% | +12.4% |
| 3M | +28.2% | -92.5% | +120.7% | +28.0% |
| 6M | -18.8% | -98.0% | +79.2% | -19.0% |
| YTD | +27.4% | -97.9% | +125.3% | +27.2% |
| 1Y | +132.2% | -100.0% | +232.2% | +131.7% |
| 3Y | +286.9% | -100.0% | +386.8% | +286.1% |
| 5Y | +72.8% | -100.0% | +172.8% | +72.4% |
| 10Y | +74.6% | -100.0% | +174.6% | +75.6% |
| All | +838.6% | -100.0% | +938.6% | +824.5% |
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 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