-100.0%
VIVK vs ABCL
+118.2%
-218.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -4.1% | -10.2% | -13.4% |
| 7D | -48.0% | -2.7% | -45.3% | -47.6% |
| 30D | -88.4% | -5.4% | -83.0% | -88.2% |
| 3M | -98.7% | +22.4% | -121.2% | -98.7% |
| 6M | -100.0% | +127.6% | -227.6% | -99.9% |
| All | -100.0% | +118.2% | -218.1% | -99.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling