-100.0%
VIVK vs AMBA
-5.3%
-94.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.7% | +7.6% |
| 7D | +13.1% | -6.4% | +19.5% | +13.5% |
| 30D | -29.7% | -26.8% | -2.8% | -28.2% |
| 3M | -93.0% | -7.6% | -85.3% | -93.0% |
| 6M | -98.0% | +21.2% | -119.2% | -98.0% |
| YTD | -97.8% | -10.4% | -87.4% | -97.8% |
| 1Y | -100.0% | -24.4% | -75.5% | -100.0% |
| 3Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 5Y | -100.0% | -53.9% | -46.1% | -100.0% |
| 10Y | -100.0% | -6.2% | -93.8% | -100.0% |
| All | -100.0% | -5.3% | -94.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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