-100.0%
VIVK vs AS
+142.2%
-242.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +3.1% | -26.7% | -23.2% |
| 7D | -44.2% | +5.8% | -50.1% | -43.7% |
| 30D | -90.0% | +15.4% | -105.4% | -89.8% |
| 3M | -98.0% | -11.9% | -86.1% | -98.0% |
| 6M | -99.9% | -9.9% | -90.0% | -99.9% |
| YTD | -99.9% | -13.1% | -86.8% | -99.9% |
| 1Y | -100.0% | +9.9% | -109.9% | -100.0% |
| All | -100.0% | +142.2% | -242.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling