-100.0%
VIVK vs ALM
+44.8%
-144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.2% | -28.6% | -27.7% |
| 7D | -68.7% | -6.4% | -62.3% | -68.0% |
| 30D | -90.0% | -35.0% | -55.0% | -89.0% |
| 3M | -98.1% | -33.8% | -64.2% | -97.9% |
| 6M | -99.9% | -55.0% | -44.9% | -99.9% |
| YTD | -99.9% | -0.2% | -99.7% | -99.9% |
| 1Y | -100.0% | +41.8% | -141.8% | -100.0% |
| All | -100.0% | +44.8% | -144.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling