+348.0%
AMD vs VIVK
-100.0%
+448.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -12.3% | +17.0% | +4.7% |
| 7D | +2.6% | -1.4% | +4.0% | +2.6% |
| 30D | -0.9% | -43.6% | +42.7% | -0.9% |
| 3M | -8.7% | -95.1% | +86.4% | -8.4% |
| 6M | +136.3% | -98.2% | +234.5% | +137.0% |
| YTD | +123.0% | -97.9% | +220.9% | +122.9% |
| 1Y | +195.2% | -100.0% | +295.2% | +191.6% |
| All | +348.0% | -100.0% | +448.0% | +324.4% |
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 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