-100.0%
VIVK vs ACM
+2.7%
-102.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.1% | -3.3% | -5.1% |
| 7D | -7.9% | -3.7% | -4.2% | -6.4% |
| 30D | -42.0% | -12.7% | -29.3% | -38.7% |
| 3M | -92.5% | -9.8% | -82.7% | -92.1% |
| 6M | -98.0% | -31.4% | -66.6% | -97.7% |
| YTD | -97.9% | -32.1% | -65.8% | -97.6% |
| 1Y | -100.0% | -47.8% | -52.2% | -100.0% |
| 3Y | -100.0% | -22.1% | -77.9% | -100.0% |
| 5Y | -100.0% | +1.8% | -101.8% | -100.0% |
| All | -100.0% | +2.7% | -102.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling