-95.1%
VIVK vs AS
-14.3%
-80.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.9% | -5.2% |
| 7D | -1.4% | -4.9% | +3.5% | -9.1% |
| 30D | -43.6% | -19.6% | -24.0% | -64.7% |
| 3M | -95.1% | -14.4% | -80.7% | -96.3% |
| All | -95.1% | -14.3% | -80.8% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3mo: compounded portfolio wealth divided by compounded AS 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…
3mo analysis · Full analysis span regression · Available span rolling