-100.0%
VIVK vs ALM
+279.2%
-379.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +2.9% |
| 7D | -9.5% | -7.1% | -2.3% | -9.1% |
| 30D | -35.1% | +24.7% | -59.8% | -35.8% |
| 3M | -93.4% | +8.3% | -101.7% | -93.3% |
| 6M | -98.0% | -22.2% | -75.8% | -97.9% |
| YTD | -97.9% | +88.1% | -185.9% | -97.8% |
| 1Y | -100.0% | +272.4% | -372.3% | -99.9% |
| All | -100.0% | +279.2% | -379.1% | -99.9% |
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