-100.0%
VIVK vs AMCR
+6.5%
-106.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -6.8% |
| 7D | -4.4% | -6.3% | +1.9% | -2.2% |
| 30D | -40.8% | -7.8% | -33.0% | -39.1% |
| 3M | -94.1% | +7.5% | -101.7% | -94.3% |
| 6M | -98.2% | +2.7% | -100.9% | -98.2% |
| YTD | -98.0% | +6.0% | -104.0% | -98.1% |
| 1Y | -100.0% | +7.8% | -107.8% | -100.0% |
| 3Y | -100.0% | +5.8% | -105.8% | -100.0% |
| All | -100.0% | +6.5% | -106.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling