-100.0%
VIVK vs AMRZ
-11.5%
-88.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +5.2% | -32.6% | -29.2% |
| 7D | -68.7% | +10.3% | -79.0% | -70.3% |
| 30D | -90.0% | +18.7% | -108.7% | -90.9% |
| 3M | -98.1% | -14.6% | -83.4% | -97.9% |
| 6M | -99.9% | -12.9% | -87.0% | -99.9% |
| YTD | -99.9% | -17.4% | -82.6% | -99.9% |
| 1Y | -100.0% | -12.3% | -87.7% | -100.0% |
| All | -100.0% | -11.5% | -88.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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