+35.8%
AMC vs VIVK
-100.0%
+135.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.6% |
| 7D | +8.4% | -38.6% | +47.1% | +7.2% |
| 30D | +9.2% | -87.7% | +96.9% | +3.8% |
| 3M | +32.0% | -98.9% | +130.9% | +17.2% |
| 6M | +149.3% | -100.0% | +249.2% | +113.4% |
| YTD | +114.1% | -100.0% | +214.1% | +88.1% |
| 1Y | +35.8% | -100.0% | +135.8% | +39.1% |
| All | +35.8% | -100.0% | +135.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling