-100.0%
VIVK vs ALM
+958.0%
-1,058.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -6.4% |
| 7D | -7.9% | +3.6% | -11.5% | -7.9% |
| 30D | -42.0% | +33.8% | -75.8% | -41.7% |
| 3M | -92.5% | +14.8% | -107.3% | -92.4% |
| 6M | -98.0% | -7.0% | -91.1% | -98.0% |
| YTD | -97.9% | +108.1% | -206.0% | -97.8% |
| 1Y | -100.0% | +313.8% | -413.7% | -100.0% |
| 3Y | -100.0% | +2,227.6% | -2,327.6% | -100.0% |
| 5Y | -100.0% | +956.6% | -1,056.6% | -100.0% |
| All | -100.0% | +958.0% | -1,058.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling