-100.0%
VIVK vs ALK
+714.5%
-814.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.9% | -12.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -43.6% | -19.2% | -24.4% | -41.9% |
| 3M | -95.1% | -1.5% | -93.6% | -95.2% |
| 6M | -98.2% | -13.1% | -85.1% | -98.2% |
| YTD | -97.9% | -16.4% | -81.5% | -97.9% |
| 1Y | -100.0% | -33.1% | -66.9% | -100.0% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 5Y | -100.0% | -26.4% | -73.6% | -100.0% |
| 10Y | -100.0% | -34.2% | -65.8% | -100.0% |
| All | -100.0% | +714.5% | -814.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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