-100.0%
VIVK vs AGI
+326.8%
-426.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.4% |
| 7D | -9.5% | -5.4% | -4.1% | -9.4% |
| 30D | -35.1% | +6.6% | -41.8% | -35.1% |
| 3M | -93.4% | +8.2% | -101.5% | -93.4% |
| 6M | -98.0% | -29.3% | -68.7% | -98.0% |
| YTD | -97.9% | -7.4% | -90.5% | -97.9% |
| 1Y | -100.0% | +7.9% | -107.9% | -100.0% |
| 3Y | -100.0% | +206.2% | -306.2% | -100.0% |
| 5Y | -100.0% | +397.6% | -497.6% | -100.0% |
| 10Y | -100.0% | +383.4% | -483.4% | -100.0% |
| All | -100.0% | +326.8% | -426.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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