-22.2%
AMAT vs VIVK
-99.9%
+77.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +34.1% | -29.9% | +3.2% |
| 7D | -14.7% | -42.9% | +28.2% | -14.4% |
| 30D | -36.1% | -88.6% | +52.5% | -35.4% |
| 3M | -36.9% | -97.7% | +60.8% | -36.5% |
| 6M | -22.2% | -99.9% | +77.7% | -27.2% |
| All | -22.2% | -99.9% | +77.7% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling