-100.0%
VIVK vs AMRZ
-14.5%
-85.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -11.9% | -12.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.4% |
| 30D | -43.6% | -16.9% | -26.7% | -38.5% |
| 3M | -95.1% | -19.2% | -75.9% | -94.6% |
| 6M | -98.2% | -29.3% | -68.9% | -97.8% |
| YTD | -97.9% | -18.0% | -80.0% | -97.6% |
| 1Y | -100.0% | -15.1% | -84.9% | -100.0% |
| All | -100.0% | -14.5% | -85.5% | -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