-100.0%
VIVK vs AJG
-17.2%
-82.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.4% |
| 7D | -4.4% | -8.3% | +3.9% | -4.8% |
| 30D | -40.8% | -5.7% | -35.1% | -41.0% |
| 3M | -94.1% | +9.1% | -103.2% | -93.9% |
| 6M | -98.2% | +15.2% | -113.4% | -98.1% |
| YTD | -98.0% | -6.3% | -91.7% | -98.2% |
| 1Y | -100.0% | -19.1% | -80.9% | -100.0% |
| All | -100.0% | -17.2% | -82.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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