+666.6%
AMT vs VIVK
-100.0%
+766.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.3% | -1.1% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +4.6% | -43.6% | +48.2% | +4.7% |
| 3M | -8.4% | -95.1% | +86.7% | -8.3% |
| 6M | -6.0% | -98.2% | +92.2% | -5.9% |
| YTD | +2.1% | -97.9% | +100.0% | +2.2% |
| 1Y | -6.4% | -100.0% | +93.6% | -6.1% |
| 3Y | +8.1% | -100.0% | +108.0% | +8.3% |
| 5Y | -31.9% | -100.0% | +68.1% | -31.8% |
| 10Y | +97.1% | -100.0% | +197.1% | +97.3% |
| All | +666.6% | -100.0% | +766.6% | +669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling