-100.0%
VIVK vs ACGL
+28.7%
-128.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +2.7% | -30.1% | -26.7% |
| 7D | -68.7% | +8.0% | -76.6% | -68.3% |
| 30D | -90.0% | +17.3% | -107.3% | -90.0% |
| 3M | -98.1% | +11.2% | -109.3% | -98.0% |
| 6M | -99.9% | +18.2% | -118.1% | -99.9% |
| YTD | -99.9% | +15.4% | -115.3% | -99.9% |
| 1Y | -100.0% | +26.5% | -126.5% | -100.0% |
| All | -100.0% | +28.7% | -128.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling