-100.0%
VIVK vs AMP
+18.6%
-118.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.5% | -31.9% | -25.4% |
| 7D | -68.7% | +7.7% | -76.3% | -67.4% |
| 30D | -90.0% | +6.6% | -96.6% | -89.7% |
| 3M | -98.1% | -4.7% | -93.3% | -98.1% |
| 6M | -99.9% | +12.9% | -112.8% | -99.9% |
| YTD | -99.9% | +8.6% | -108.5% | -99.9% |
| 1Y | -100.0% | +18.2% | -118.2% | -100.0% |
| All | -100.0% | +18.6% | -118.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling