+35.4%
ARES vs VIVK
-100.0%
+135.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.8% |
| 7D | -7.7% | -9.5% | +1.8% | -7.7% |
| 30D | -8.7% | -35.1% | +26.4% | -8.5% |
| 3M | +2.8% | -93.4% | +96.2% | +3.8% |
| 6M | +23.1% | -98.0% | +121.0% | +24.2% |
| YTD | -17.3% | -97.9% | +80.6% | -17.4% |
| 1Y | -24.3% | -100.0% | +75.7% | -20.6% |
| All | +35.4% | -100.0% | +135.4% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling