+94.8%
AUR vs VIVK
-100.0%
+194.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.7% |
| 7D | +1.4% | -4.4% | +5.8% | +1.5% |
| 30D | -6.4% | -40.8% | +34.4% | -6.0% |
| 3M | +7.7% | -94.1% | +101.8% | +10.9% |
| 6M | +44.5% | -98.2% | +142.7% | +49.9% |
| YTD | +67.4% | -98.0% | +165.5% | +70.8% |
| 1Y | +15.4% | -100.0% | +115.4% | +29.0% |
| 3Y | +94.8% | -100.0% | +194.8% | +101.5% |
| All | +94.8% | -100.0% | +194.8% | +101.5% |
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 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