-100.0%
VIVK vs ACM
-48.9%
-51.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.6% |
| 7D | -9.5% | -5.9% | -3.6% | -5.6% |
| 30D | -35.1% | -6.2% | -28.9% | -32.7% |
| 3M | -93.4% | -7.9% | -85.5% | -92.9% |
| 6M | -98.0% | -30.6% | -67.4% | -97.4% |
| YTD | -97.9% | -33.3% | -64.6% | -97.2% |
| 1Y | -100.0% | -49.2% | -50.8% | -99.9% |
| All | -100.0% | -48.9% | -51.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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