-100.0%
VIVK vs ACM
-22.9%
-77.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.9% |
| 7D | -4.4% | -4.6% | +0.2% | -2.0% |
| 30D | -40.8% | +4.1% | -44.9% | -42.2% |
| 3M | -94.1% | -8.3% | -85.8% | -93.8% |
| 6M | -98.2% | -30.1% | -68.1% | -97.9% |
| YTD | -98.0% | -32.6% | -65.4% | -97.6% |
| 1Y | -100.0% | -49.6% | -50.4% | -100.0% |
| 3Y | -100.0% | -23.0% | -76.9% | -100.0% |
| All | -100.0% | -22.9% | -77.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling