+3,208.8%
AMAT vs VIVK
-100.0%
+3,308.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +34.1% | -29.9% | +4.2% |
| 7D | -14.7% | -42.9% | +28.2% | -14.6% |
| 30D | -36.1% | -88.6% | +52.5% | -35.9% |
| 3M | -36.9% | -97.7% | +60.8% | -36.5% |
| 6M | -22.2% | -99.9% | +77.7% | -21.5% |
| YTD | +29.9% | -99.9% | +129.8% | +30.8% |
| 1Y | +43.3% | -100.0% | +143.3% | +44.7% |
| 3Y | +142.7% | -100.0% | +242.7% | +145.2% |
| 5Y | +126.2% | -100.0% | +226.2% | +128.8% |
| 10Y | +1,211.7% | -100.0% | +1,311.7% | +1,209.5% |
| All | +3,208.8% | -100.0% | +3,308.8% | +2,956.8% |
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