-100.0%
VIVK vs ACM
+155.8%
-255.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -11.9% | -12.3% |
| 7D | -1.4% | -3.7% | +2.4% | -0.9% |
| 30D | -43.6% | -11.1% | -32.5% | -42.9% |
| 3M | -95.1% | -8.0% | -87.1% | -95.1% |
| 6M | -98.2% | -29.7% | -68.5% | -98.1% |
| YTD | -97.9% | -29.4% | -68.6% | -97.8% |
| 1Y | -100.0% | -46.4% | -53.5% | -100.0% |
| 3Y | -100.0% | -22.3% | -77.6% | -100.0% |
| 5Y | -100.0% | +4.5% | -104.5% | -100.0% |
| 10Y | -100.0% | +127.6% | -227.6% | -100.0% |
| All | -100.0% | +155.8% | -255.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling