-98.7%
AMC vs VIVK
-100.0%
+1.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -22.8% | +24.5% | +1.8% |
| 7D | +5.5% | -56.0% | +61.4% | +5.7% |
| 30D | +16.1% | -92.3% | +108.4% | +17.0% |
| 3M | +43.0% | -98.6% | +141.6% | +45.0% |
| 6M | +130.7% | -99.9% | +230.6% | +138.6% |
| YTD | +121.8% | -100.0% | +221.7% | +126.8% |
| 1Y | +40.7% | -100.0% | +140.6% | +48.0% |
| 3Y | -56.8% | -100.0% | +43.2% | -54.4% |
| 5Y | -99.1% | -100.0% | +0.9% | -99.0% |
| 10Y | -98.7% | -100.0% | +1.3% | -98.7% |
| All | -98.7% | -100.0% | +1.3% | -98.7% |
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