-99.5%
AMC vs VIVK
-100.0%
+0.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.7% | -11.0% | -3.4% |
| 7D | -0.8% | +13.1% | -13.8% | -0.8% |
| 30D | -1.2% | -29.7% | +28.5% | -1.1% |
| 3M | +42.2% | -93.0% | +135.2% | +44.7% |
| 6M | +118.8% | -98.0% | +216.8% | +123.7% |
| YTD | +64.1% | -97.8% | +161.9% | +65.6% |
| 1Y | -9.5% | -100.0% | +90.4% | -0.2% |
| 3Y | -64.3% | -100.0% | +35.6% | -61.7% |
| 5Y | -99.5% | -100.0% | +0.5% | -99.4% |
| All | -99.5% | -100.0% | +0.5% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling