-100.0%
VIVK vs ALHC
-28.9%
-71.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -43.6% | -1.0% | -42.6% | -43.6% |
| 3M | -95.1% | -10.2% | -85.0% | -95.1% |
| 6M | -98.2% | -28.3% | -69.9% | -98.2% |
| YTD | -97.9% | -31.4% | -66.5% | -97.9% |
| 1Y | -100.0% | -16.9% | -83.0% | -100.0% |
| 3Y | -100.0% | +135.5% | -235.5% | -100.0% |
| 5Y | -100.0% | -33.6% | -66.4% | -100.0% |
| All | -100.0% | -28.9% | -71.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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