-36.7%
AUR vs VIVK
-100.0%
+63.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.7% |
| 7D | +0.2% | -9.5% | +9.6% | +0.3% |
| 30D | -8.9% | -35.1% | +26.2% | -8.4% |
| 3M | +4.6% | -93.4% | +98.0% | +8.2% |
| 6M | +44.9% | -98.0% | +142.8% | +51.2% |
| YTD | +64.8% | -97.9% | +162.7% | +69.3% |
| 1Y | +16.4% | -100.0% | +116.3% | +29.7% |
| 3Y | +85.1% | -100.0% | +185.1% | +100.9% |
| 5Y | -36.1% | -100.0% | +63.9% | -30.9% |
| All | -36.7% | -100.0% | +63.3% | -32.0% |
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 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