+384.5%
ALAB vs VIVK
-100.0%
+484.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.4% | +4.0% |
| 7D | +9.6% | -7.9% | +17.5% | +9.6% |
| 30D | -5.3% | -42.0% | +36.7% | -5.3% |
| 3M | -12.0% | -92.5% | +80.5% | -11.4% |
| 6M | +145.7% | -98.0% | +243.7% | +149.5% |
| YTD | +80.7% | -97.9% | +178.6% | +83.0% |
| 1Y | +40.1% | -100.0% | +140.1% | +41.4% |
| All | +384.5% | -100.0% | +484.5% | +532.5% |
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 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