+369.5%
ALAB vs VIVK
-100.0%
+469.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.7% | +2.3% |
| 7D | -6.2% | -4.4% | -1.8% | -6.2% |
| 30D | -8.7% | -40.8% | +32.2% | -8.7% |
| 3M | -20.7% | -94.1% | +73.4% | -19.9% |
| 6M | +133.5% | -98.2% | +231.7% | +137.2% |
| YTD | +75.1% | -98.0% | +173.1% | +77.3% |
| 1Y | +25.0% | -100.0% | +125.0% | +26.5% |
| All | +369.5% | -100.0% | +469.5% | +512.8% |
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