+153.3%
AMAT vs VIVK
-100.0%
+253.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.5% | +4.7% | -2.8% |
| 7D | +11.4% | -57.7% | +69.0% | +11.2% |
| 30D | -17.0% | -87.3% | +70.2% | -17.6% |
| 3M | -30.6% | -98.9% | +68.3% | -32.5% |
| 6M | -14.9% | -100.0% | +85.0% | -19.8% |
| YTD | +44.7% | -100.0% | +144.6% | +37.4% |
| 1Y | +66.9% | -100.0% | +166.9% | +55.6% |
| 3Y | +153.3% | -100.0% | +253.3% | +139.2% |
| All | +153.3% | -100.0% | +253.3% | +139.2% |
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