-30.9%
AMT vs VIVK
-100.0%
+69.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | -0.2% |
| 7D | +1.5% | -7.9% | +9.3% | +1.5% |
| 30D | +3.7% | -42.0% | +45.7% | +3.9% |
| 3M | -7.2% | -92.5% | +85.3% | -6.5% |
| 6M | -4.2% | -98.0% | +93.8% | -3.3% |
| YTD | +1.9% | -97.9% | +99.8% | +2.8% |
| 1Y | -6.4% | -100.0% | +93.6% | -5.4% |
| 3Y | +7.7% | -100.0% | +107.7% | +8.2% |
| 5Y | -30.9% | -100.0% | +69.1% | -30.3% |
| All | -30.9% | -100.0% | +69.1% | -30.3% |
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