-99.9%
AMIX vs VIVK
-100.0%
+0.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.1% |
| 7D | -9.9% | -57.7% | +47.8% | -9.7% |
| 30D | -52.8% | -87.3% | +34.5% | -52.5% |
| 3M | -80.0% | -98.9% | +18.9% | -80.1% |
| 6M | -80.2% | -100.0% | +19.7% | -79.6% |
| YTD | -88.1% | -100.0% | +11.8% | -88.0% |
| 1Y | -91.1% | -100.0% | +8.9% | -90.6% |
| All | -99.9% | -100.0% | +0.1% | -99.9% |
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