+24.5%
ALAB vs VIVK
-100.0%
+124.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -27.5% | +23.0% | -4.0% |
| 7D | -24.9% | -68.7% | +43.8% | -23.8% |
| 30D | -38.4% | -90.0% | +51.6% | -37.0% |
| 3M | -38.3% | -98.1% | +59.8% | -36.7% |
| 6M | +10.9% | -99.9% | +110.9% | +20.7% |
| YTD | +34.2% | -99.9% | +134.1% | +41.1% |
| 1Y | +24.5% | -100.0% | +124.5% | +58.4% |
| All | +24.5% | -100.0% | +124.5% | +58.4% |
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