-9.0%
AUR vs VIVK
-100.0%
+91.0%
-51.4%
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% | -4.3% |
| 7D | -19.8% | -68.7% | +48.8% | -19.6% |
| 30D | -29.0% | -90.0% | +61.0% | -28.6% |
| 3M | -43.6% | -98.1% | +54.5% | -43.5% |
| 6M | -36.6% | -99.9% | +63.3% | -34.6% |
| YTD | +6.3% | -99.9% | +106.2% | +7.7% |
| 1Y | -9.0% | -100.0% | +91.0% | +9.0% |
| All | -9.0% | -100.0% | +91.0% | +9.0% |
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 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