+961.2%
ARES vs VIVK
-100.0%
+1,061.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -6.1% | -4.4% | -1.7% | -6.1% |
| 30D | -7.5% | -40.8% | +33.3% | -7.4% |
| 3M | +0.1% | -94.1% | +94.3% | +0.5% |
| 6M | +30.3% | -98.2% | +128.5% | +30.9% |
| YTD | -16.6% | -98.0% | +81.4% | -16.5% |
| 1Y | -26.1% | -100.0% | +73.9% | -25.3% |
| 3Y | +36.4% | -100.0% | +136.4% | +37.6% |
| 5Y | +95.0% | -100.0% | +195.0% | +96.9% |
| All | +961.2% | -100.0% | +1,061.2% | +1,134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling