+214.0%
AMAT vs VIVK
-100.0%
+314.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -12.3% | +16.6% | +4.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -14.8% | -43.6% | +28.8% | -15.2% |
| 3M | -9.3% | -95.1% | +85.9% | -11.6% |
| 6M | +27.4% | -98.2% | +125.6% | +23.7% |
| YTD | +77.6% | -97.9% | +175.5% | +73.0% |
| 1Y | +188.9% | -100.0% | +288.9% | +173.5% |
| All | +214.0% | -100.0% | +314.0% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling