-100.0%
VIVK vs ACGL
+1,502.8%
-1,602.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +0.9% | -23.7% | -23.0% |
| 7D | -56.0% | +1.3% | -57.2% | -56.4% |
| 30D | -92.3% | +14.2% | -106.5% | -92.7% |
| 3M | -98.6% | +11.1% | -109.7% | -98.7% |
| 6M | -99.9% | +16.4% | -116.3% | -99.9% |
| YTD | -100.0% | +13.8% | -113.7% | -100.0% |
| 1Y | -100.0% | +21.6% | -121.5% | -100.0% |
| 3Y | -100.0% | +33.5% | -133.5% | -100.0% |
| 5Y | -100.0% | +174.8% | -274.8% | -100.0% |
| 10Y | -100.0% | +330.4% | -430.4% | -100.0% |
| All | -100.0% | +1,502.8% | -1,602.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling