-100.0%
VIVK vs AR
+48.6%
-148.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.5% |
| 7D | -57.7% | +7.4% | -65.1% | -58.1% |
| 30D | -87.3% | +5.8% | -93.0% | -87.3% |
| 3M | -98.9% | +5.2% | -104.1% | -98.9% |
| 6M | -100.0% | +5.4% | -105.4% | -100.0% |
| YTD | -100.0% | +12.4% | -112.4% | -100.0% |
| 1Y | -100.0% | +12.8% | -112.8% | -100.0% |
| 3Y | -100.0% | +47.2% | -147.2% | -100.0% |
| All | -100.0% | +48.6% | -148.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling