-100.0%
VIVK vs AME
+1,792.1%
-1,892.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.6% | +7.7% |
| 7D | +13.1% | +2.8% | +10.3% | +13.5% |
| 30D | -29.7% | -6.3% | -23.4% | -30.3% |
| 3M | -93.0% | +5.4% | -98.4% | -92.9% |
| 6M | -98.0% | +7.4% | -105.4% | -97.9% |
| YTD | -97.8% | +16.2% | -113.9% | -97.7% |
| 1Y | -100.0% | +26.8% | -126.8% | -100.0% |
| 3Y | -100.0% | +57.5% | -157.5% | -100.0% |
| 5Y | -100.0% | +84.8% | -184.8% | -100.0% |
| 10Y | -100.0% | +424.3% | -524.3% | -100.0% |
| All | -100.0% | +1,792.1% | -1,892.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling