-98.1%
AMC vs VIVK
-100.0%
+1.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -12.3% | +16.7% | +4.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | -0.7% | -43.6% | +42.9% | -0.6% |
| 3M | +35.2% | -95.1% | +130.3% | +36.7% |
| 6M | +124.6% | -98.2% | +222.8% | +127.4% |
| YTD | +69.9% | -97.9% | +167.8% | +71.1% |
| 1Y | -2.6% | -100.0% | +97.4% | +0.8% |
| 3Y | -79.8% | -100.0% | +20.2% | -79.2% |
| 5Y | -99.4% | -100.0% | +0.6% | -99.4% |
| 10Y | -98.9% | -100.0% | +1.1% | -98.9% |
| All | -98.1% | -100.0% | +1.9% | -98.1% |
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 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