-100.0%
VIVK vs ADVB
-3.0%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.3% | -1.0% | -7.0% |
| 7D | -7.9% | -13.0% | +5.1% | -9.4% |
| 30D | -42.0% | +7.5% | -49.4% | -41.1% |
| 3M | -92.5% | +129.1% | -221.6% | -89.3% |
| 6M | -98.0% | +71.7% | -169.7% | -97.2% |
| YTD | -97.9% | +45.5% | -143.5% | -97.2% |
| 1Y | -100.0% | -2.7% | -97.2% | -100.0% |
| All | -100.0% | -3.0% | -97.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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