-100.0%
VIVK vs ABCL
-81.9%
-18.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.4% | -2.9% | -6.2% |
| 7D | -7.9% | -2.7% | -5.2% | -7.8% |
| 30D | -42.0% | +18.3% | -60.3% | -42.4% |
| 3M | -92.5% | +108.5% | -201.0% | -92.8% |
| 6M | -98.0% | +213.9% | -311.9% | -98.1% |
| YTD | -97.9% | +223.1% | -321.0% | -98.1% |
| 1Y | -100.0% | +160.6% | -260.6% | -100.0% |
| 3Y | -100.0% | +104.3% | -204.2% | -100.0% |
| 5Y | -100.0% | -40.0% | -60.0% | -100.0% |
| All | -100.0% | -81.9% | -18.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling