+365.7%
ALAB vs VIVK
-100.0%
+465.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -6.9% |
| 7D | +3.2% | +13.1% | -9.9% | +3.2% |
| 30D | -13.6% | -29.7% | +16.1% | -13.6% |
| 3M | -16.6% | -93.0% | +76.4% | -15.8% |
| 6M | +142.3% | -98.0% | +240.3% | +146.3% |
| YTD | +73.6% | -97.8% | +171.4% | +76.0% |
| 1Y | +33.7% | -100.0% | +133.6% | +34.6% |
| All | +365.7% | -100.0% | +465.6% | +508.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling