-100.0%
VIVK vs ALC
-15.5%
-84.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.6% | +8.0% |
| 7D | +13.1% | -3.7% | +16.7% | +13.9% |
| 30D | -29.7% | -3.7% | -25.9% | -29.2% |
| 3M | -93.0% | +4.6% | -97.5% | -93.1% |
| 6M | -98.0% | -14.6% | -83.4% | -97.9% |
| YTD | -97.8% | -11.9% | -85.9% | -97.7% |
| 1Y | -100.0% | -13.1% | -86.8% | -100.0% |
| 3Y | -100.0% | -15.0% | -85.0% | -100.0% |
| All | -100.0% | -15.5% | -84.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling