+1,150.8%
ARES vs VIVK
-100.0%
+1,250.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.7% | -1.1% |
| 7D | -0.3% | +13.1% | -13.4% | -0.3% |
| 30D | +1.3% | -29.7% | +31.0% | +1.3% |
| 3M | +10.4% | -93.0% | +103.3% | +10.4% |
| 6M | +29.0% | -98.0% | +127.0% | +29.0% |
| YTD | -12.2% | -97.8% | +85.6% | -12.3% |
| 1Y | -18.4% | -100.0% | +81.5% | -18.4% |
| 3Y | +43.2% | -100.0% | +143.2% | +43.3% |
| 5Y | +102.6% | -100.0% | +202.6% | +102.8% |
| 10Y | +1,029.6% | -100.0% | +1,129.6% | +1,081.0% |
| All | +1,150.8% | -100.0% | +1,250.8% | +1,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling