-100.0%
VIVK vs AR
-29.4%
-70.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +1.5% | -15.9% | -14.5% |
| 7D | -48.0% | +2.1% | -50.1% | -48.2% |
| 30D | -88.4% | +4.5% | -92.9% | -88.5% |
| 3M | -98.7% | +1.0% | -99.7% | -98.7% |
| 6M | -100.0% | +4.4% | -104.4% | -100.0% |
| YTD | -100.0% | +10.9% | -110.8% | -100.0% |
| 1Y | -100.0% | +8.6% | -108.5% | -100.0% |
| 3Y | -100.0% | +48.5% | -148.5% | -100.0% |
| 5Y | -100.0% | +95.7% | -195.7% | -100.0% |
| 10Y | -100.0% | +55.5% | -155.5% | -100.0% |
| All | -100.0% | -29.4% | -70.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling