-100.0%
VIVK vs AME
+82.6%
-182.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -35.1% | -8.6% | -26.5% | -33.7% |
| 3M | -93.4% | +5.8% | -99.1% | -93.5% |
| 6M | -98.0% | +3.8% | -101.8% | -98.0% |
| YTD | -97.9% | +14.4% | -112.3% | -98.0% |
| 1Y | -100.0% | +25.8% | -125.7% | -100.0% |
| 3Y | -100.0% | +55.2% | -155.2% | -100.0% |
| 5Y | -100.0% | +85.5% | -185.5% | -100.0% |
| All | -100.0% | +82.6% | -182.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling