+3,604.8%
AMAT vs VIVK
-100.0%
+3,704.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -22.8% | +23.3% | +0.6% |
| 7D | -2.5% | -56.0% | +53.5% | -2.3% |
| 30D | -26.5% | -92.3% | +65.8% | -26.3% |
| 3M | -28.6% | -98.6% | +70.1% | -28.2% |
| 6M | -14.2% | -99.9% | +85.7% | -13.4% |
| YTD | +45.5% | -100.0% | +145.4% | +46.6% |
| 1Y | +59.3% | -100.0% | +159.3% | +61.2% |
| 3Y | +153.1% | -100.0% | +253.1% | +155.9% |
| 5Y | +158.2% | -100.0% | +258.2% | +161.2% |
| 10Y | +1,370.8% | -100.0% | +1,470.8% | +1,369.3% |
| All | +3,604.8% | -100.0% | +3,704.8% | +3,325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling