-100.0%
VIVK vs ABCL
+105.4%
-205.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.6% |
| 7D | +13.1% | +1.4% | +11.6% | +13.0% |
| 30D | -29.7% | +65.1% | -94.7% | -31.6% |
| 3M | -93.0% | +111.1% | -204.0% | -93.2% |
| 6M | -98.0% | +231.6% | -329.6% | -98.1% |
| YTD | -97.8% | +234.5% | -332.3% | -98.0% |
| 1Y | -100.0% | +174.3% | -274.3% | -100.0% |
| 3Y | -100.0% | +111.5% | -211.4% | -100.0% |
| All | -100.0% | +105.4% | -205.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling