-100.0%
VIVK vs ABCL
-81.0%
-19.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.8% | -6.8% | -9.4% |
| 7D | -38.6% | +4.4% | -43.1% | -38.8% |
| 30D | -87.7% | -7.9% | -79.9% | -87.6% |
| 3M | -98.9% | +12.2% | -111.1% | -98.9% |
| 6M | -100.0% | +134.7% | -234.7% | -100.0% |
| YTD | -100.0% | +239.8% | -339.7% | -100.0% |
| 1Y | -100.0% | +192.7% | -292.7% | -100.0% |
| 3Y | -100.0% | +187.6% | -287.6% | -100.0% |
| 5Y | -100.0% | -22.6% | -77.4% | -100.0% |
| All | -100.0% | -81.0% | -19.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling