-100.0%
VIVK vs AS
+134.9%
-234.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +0.5% | +33.6% | +34.2% |
| 7D | -42.9% | +6.9% | -49.9% | -42.4% |
| 30D | -88.6% | +16.0% | -104.6% | -88.4% |
| 3M | -97.7% | -12.8% | -84.8% | -97.7% |
| 6M | -99.9% | -15.4% | -84.5% | -99.9% |
| YTD | -99.9% | -15.7% | -84.2% | -99.9% |
| 1Y | -100.0% | +6.1% | -106.1% | -100.0% |
| All | -100.0% | +134.9% | -234.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling