-100.0%
VIVK vs ALC
-6.0%
-94.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.2% | -10.7% | -6.8% |
| 7D | -57.7% | -1.1% | -56.6% | -57.8% |
| 30D | -87.3% | +16.0% | -103.3% | -87.1% |
| 3M | -98.9% | +0.8% | -99.7% | -98.9% |
| 6M | -100.0% | +16.8% | -116.8% | -100.0% |
| YTD | -100.0% | -5.5% | -94.5% | -100.0% |
| 1Y | -100.0% | -5.3% | -94.7% | -100.0% |
| All | -100.0% | -6.0% | -94.0% | -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