-100.0%
VIVK vs ALM
+7,705.7%
-7,805.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.3% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | -43.6% | +32.0% | -75.6% | -43.6% |
| 3M | -95.1% | -15.0% | -80.1% | -95.1% |
| 6M | -98.2% | -10.1% | -88.1% | -98.2% |
| YTD | -97.9% | +99.4% | -197.4% | -97.9% |
| 1Y | -100.0% | +316.4% | -416.3% | -100.0% |
| 3Y | -100.0% | +2,022.0% | -2,122.0% | -100.0% |
| 5Y | -100.0% | +941.2% | -1,041.2% | -100.0% |
| 10Y | -100.0% | +2,950.3% | -3,050.3% | -100.0% |
| All | -100.0% | +7,705.7% | -7,805.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling