-99.0%
AMC vs VIVK
-100.0%
+1.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.4% | -3.9% |
| 7D | -6.8% | -7.9% | +1.1% | -6.8% |
| 30D | +1.7% | -42.0% | +43.6% | +1.8% |
| 3M | +26.8% | -92.5% | +119.3% | +28.3% |
| 6M | +117.7% | -98.0% | +215.7% | +121.2% |
| YTD | +57.7% | -97.9% | +155.6% | +59.2% |
| 1Y | -12.5% | -100.0% | +87.5% | -8.2% |
| 3Y | -65.7% | -100.0% | +34.2% | -64.3% |
| 5Y | -99.5% | -100.0% | +0.5% | -99.5% |
| 10Y | -99.0% | -100.0% | +1.0% | -98.9% |
| All | -99.0% | -100.0% | +1.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling