+744.4%
AMT vs VIVK
-100.0%
+844.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.0% |
| 7D | +1.5% | -57.7% | +59.2% | +1.5% |
| 30D | +6.8% | -87.3% | +94.1% | +6.9% |
| 3M | +11.2% | -98.9% | +110.1% | +11.4% |
| 6M | +12.5% | -100.0% | +112.4% | +12.9% |
| YTD | +12.5% | -100.0% | +112.5% | +12.8% |
| 1Y | +10.1% | -100.0% | +110.1% | +10.5% |
| 3Y | +16.0% | -100.0% | +116.0% | +16.5% |
| 5Y | -17.2% | -100.0% | +82.8% | -16.8% |
| 10Y | +135.2% | -100.0% | +235.2% | +135.9% |
| All | +744.4% | -100.0% | +844.4% | +749.3% |
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 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