+199.0%
AMD vs VIVK
-100.0%
+299.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +34.1% | -23.1% | +10.6% |
| 7D | -11.0% | -42.9% | +31.9% | -10.8% |
| 30D | -30.5% | -88.6% | +58.1% | -30.0% |
| 3M | -8.2% | -97.7% | +89.5% | -7.3% |
| 6M | +6.6% | -99.9% | +106.5% | +8.5% |
| YTD | +109.7% | -99.9% | +209.6% | +112.2% |
| 1Y | +88.9% | -100.0% | +188.9% | +93.3% |
| 3Y | +301.8% | -100.0% | +401.8% | +308.0% |
| All | +199.0% | -100.0% | +299.0% | +199.4% |
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