+1,665.8%
AMAT vs VIVK
-100.0%
+1,765.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +4.0% |
| 7D | +7.0% | +13.1% | -6.0% | +7.0% |
| 30D | -12.2% | -29.7% | +17.5% | -12.1% |
| 3M | -3.8% | -93.0% | +89.1% | -3.5% |
| 6M | +45.9% | -98.0% | +143.9% | +46.7% |
| YTD | +84.6% | -97.8% | +182.4% | +84.9% |
| 1Y | +193.4% | -100.0% | +293.3% | +198.4% |
| 3Y | +228.1% | -100.0% | +328.1% | +231.7% |
| 5Y | +268.9% | -100.0% | +368.9% | +273.6% |
| 10Y | +1,665.8% | -100.0% | +1,765.7% | +1,575.7% |
| All | +1,665.8% | -100.0% | +1,765.7% | +1,575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling