-100.0%
VIVK vs ALC
+4.2%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +6.8% | -34.3% | -26.0% |
| 7D | -68.7% | +10.7% | -79.4% | -68.1% |
| 30D | -90.0% | +20.2% | -110.2% | -89.8% |
| 3M | -98.1% | +8.9% | -107.0% | -98.0% |
| 6M | -99.9% | +5.7% | -105.6% | -99.9% |
| YTD | -99.9% | -1.4% | -98.5% | -99.9% |
| 1Y | -100.0% | +4.7% | -104.7% | -100.0% |
| All | -100.0% | +4.2% | -104.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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