+8,471.9%
AMD vs VIVK
-100.0%
+8,571.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +5.9% |
| 7D | +10.0% | +13.1% | -3.0% | +10.0% |
| 30D | +4.6% | -29.7% | +34.3% | +4.8% |
| 3M | +3.1% | -93.0% | +96.1% | +4.1% |
| 6M | +162.8% | -98.0% | +260.8% | +166.0% |
| YTD | +136.2% | -97.8% | +233.9% | +138.0% |
| 1Y | +234.0% | -100.0% | +334.0% | +242.4% |
| 3Y | +376.7% | -100.0% | +476.7% | +386.3% |
| 5Y | +376.3% | -100.0% | +476.3% | +386.7% |
| All | +8,471.9% | -100.0% | +8,571.9% | +8,440.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling