+100.6%
AMT vs VIVK
-100.0%
+200.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -2.7% | -9.5% | +6.8% | -2.6% |
| 30D | +2.0% | -35.1% | +37.1% | +2.2% |
| 3M | -9.3% | -93.4% | +84.1% | -8.5% |
| 6M | -5.2% | -98.0% | +92.7% | -4.3% |
| YTD | +0.5% | -97.9% | +98.3% | +1.3% |
| 1Y | -7.3% | -100.0% | +92.7% | -5.6% |
| 3Y | +6.2% | -100.0% | +106.2% | +7.7% |
| 5Y | -31.2% | -100.0% | +68.8% | -30.2% |
| All | +100.6% | -100.0% | +200.5% | +103.4% |
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 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