-100.0%
VIVK vs AS
+123.4%
-223.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.6% |
| 7D | -57.7% | -4.9% | -52.8% | -57.9% |
| 30D | -87.3% | +3.9% | -91.2% | -87.2% |
| 3M | -98.9% | -9.6% | -89.3% | -98.9% |
| 6M | -100.0% | -8.7% | -91.3% | -100.0% |
| YTD | -100.0% | -19.8% | -80.1% | -100.0% |
| 1Y | -100.0% | -1.5% | -98.5% | -100.0% |
| All | -100.0% | +123.4% | -223.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling