+1,425.2%
AMAT vs VIVK
-100.0%
+1,525.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -14.3% | +20.4% | +6.1% |
| 7D | +7.0% | -48.0% | +54.9% | +7.2% |
| 30D | -20.6% | -88.4% | +67.8% | -20.1% |
| 3M | -24.8% | -98.7% | +74.0% | -24.0% |
| 6M | -10.7% | -100.0% | +89.2% | -9.5% |
| YTD | +54.3% | -100.0% | +154.2% | +55.8% |
| 1Y | +73.7% | -100.0% | +173.7% | +77.2% |
| 3Y | +168.4% | -100.0% | +268.4% | +172.9% |
| 5Y | +167.6% | -100.0% | +267.6% | +173.3% |
| 10Y | +1,425.2% | -100.0% | +1,525.2% | +1,458.0% |
| All | +1,425.2% | -100.0% | +1,525.2% | +1,458.0% |
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