-100.0%
VIVK vs ABCL
-81.3%
-18.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -12.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -43.6% | +93.1% | -136.7% | -45.3% |
| 3M | -95.1% | +79.4% | -174.6% | -95.3% |
| 6M | -98.2% | +214.9% | -313.1% | -98.3% |
| YTD | -97.9% | +234.2% | -332.1% | -98.1% |
| 1Y | -100.0% | +174.8% | -274.7% | -100.0% |
| 3Y | -100.0% | +104.5% | -204.5% | -100.0% |
| 5Y | -100.0% | -39.0% | -61.0% | -100.0% |
| All | -100.0% | -81.3% | -18.7% | -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