+419.1%
ALB vs VIVK
-100.0%
+519.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.0% | +2.6% |
| 7D | -4.4% | +13.1% | -17.5% | -4.4% |
| 30D | -1.2% | -29.7% | +28.5% | -1.1% |
| 3M | -13.3% | -93.0% | +79.7% | -13.2% |
| 6M | -19.8% | -98.0% | +78.2% | -19.6% |
| YTD | -7.9% | -97.8% | +89.8% | -7.8% |
| 1Y | +60.2% | -100.0% | +160.1% | +60.9% |
| 3Y | -26.4% | -100.0% | +73.5% | -26.2% |
| 5Y | -42.5% | -100.0% | +57.5% | -42.3% |
| 10Y | +83.0% | -100.0% | +183.0% | +83.0% |
| All | +419.1% | -100.0% | +519.1% | +424.3% |
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