-61.0%
AMC vs VIVK
-100.0%
+39.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -23.6% | +31.8% | +8.0% |
| 7D | +6.6% | -44.2% | +50.8% | +6.0% |
| 30D | +14.1% | -90.0% | +104.1% | +12.0% |
| 3M | +31.3% | -98.0% | +129.3% | +26.9% |
| 6M | +126.7% | -99.9% | +226.6% | +121.0% |
| YTD | +117.9% | -99.9% | +217.9% | +110.2% |
| 1Y | +41.1% | -100.0% | +141.1% | +45.3% |
| 3Y | -61.0% | -100.0% | +39.0% | -63.9% |
| All | -61.0% | -100.0% | +39.0% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling