-100.0%
VIVK vs ALLY
-0.2%
-99.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +7.9% |
| 7D | +13.1% | +1.0% | +12.0% | +13.0% |
| 30D | -29.7% | -3.3% | -26.4% | -29.5% |
| 3M | -93.0% | +0.5% | -93.4% | -93.0% |
| 6M | -98.0% | +12.6% | -110.6% | -98.0% |
| YTD | -97.8% | -4.7% | -93.1% | -97.8% |
| 1Y | -100.0% | +5.2% | -105.2% | -100.0% |
| 3Y | -100.0% | +66.5% | -166.5% | -100.0% |
| 5Y | -100.0% | +0.2% | -100.2% | -100.0% |
| All | -100.0% | -0.2% | -99.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling