-99.9%
VIVK vs AMCR
+97.2%
-197.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.7% | -3.6% | -5.7% |
| 7D | -7.9% | -6.3% | -1.6% | -6.5% |
| 30D | -42.0% | -7.1% | -34.8% | -40.9% |
| 3M | -92.5% | +12.7% | -105.2% | -92.7% |
| 6M | -98.0% | +5.2% | -103.2% | -98.0% |
| YTD | -97.9% | +8.1% | -106.0% | -98.0% |
| 1Y | -100.0% | +11.7% | -111.7% | -100.0% |
| 3Y | -100.0% | +9.9% | -109.9% | -100.0% |
| 5Y | -100.0% | -8.7% | -91.3% | -100.0% |
| 10Y | -100.0% | +16.8% | -116.8% | -100.0% |
| All | -99.9% | +97.2% | -197.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling