-97.5%
AMC vs VIVK
-100.0%
+2.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.3% |
| 7D | +8.4% | -38.6% | +47.1% | +8.5% |
| 30D | +9.2% | -87.7% | +96.9% | +9.7% |
| 3M | +32.0% | -98.9% | +130.9% | +33.6% |
| 6M | +149.3% | -100.0% | +249.2% | +155.4% |
| YTD | +114.1% | -100.0% | +214.1% | +117.9% |
| 1Y | +35.8% | -100.0% | +135.8% | +40.7% |
| 3Y | -58.3% | -100.0% | +41.7% | -56.7% |
| 5Y | -99.2% | -100.0% | +0.8% | -99.1% |
| 10Y | -98.8% | -100.0% | +1.2% | -98.7% |
| All | -97.5% | -100.0% | +2.5% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling