-100.0%
VIVK vs ALC
+14.9%
-114.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -10.6% |
| 7D | -38.6% | -6.2% | -32.5% | -43.5% |
| 30D | -87.7% | +14.0% | -101.7% | -85.5% |
| 3M | -98.9% | -2.4% | -96.5% | -99.0% |
| 6M | -100.0% | +12.6% | -112.6% | -99.9% |
| All | -100.0% | +14.9% | -114.8% | -99.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling