-100.0%
VIVK vs AME
+55.9%
-155.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.2% |
| 7D | -7.9% | +1.3% | -9.2% | -8.1% |
| 30D | -42.0% | -6.6% | -35.4% | -41.3% |
| 3M | -92.5% | +3.0% | -95.5% | -92.6% |
| 6M | -98.0% | +5.3% | -103.3% | -98.1% |
| YTD | -97.9% | +15.4% | -113.3% | -98.0% |
| 1Y | -100.0% | +26.8% | -126.8% | -100.0% |
| All | -100.0% | +55.9% | -155.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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