-100.0%
VIVK vs ALC
+24.0%
-124.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.2% | -10.1% | -11.9% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -43.6% | -0.1% | -43.5% | -43.6% |
| 3M | -95.1% | +5.9% | -101.0% | -95.2% |
| 6M | -98.2% | -15.9% | -82.3% | -98.1% |
| YTD | -97.9% | -10.1% | -87.8% | -97.9% |
| 1Y | -100.0% | -10.2% | -89.8% | -100.0% |
| 3Y | -100.0% | -13.6% | -86.4% | -100.0% |
| 5Y | -100.0% | -15.1% | -84.9% | -100.0% |
| All | -100.0% | +24.0% | -124.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling