+193.0%
ARM vs VIVK
-100.0%
+293.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -23.6% | +30.2% | +7.0% |
| 7D | -5.3% | -44.2% | +38.9% | -4.9% |
| 30D | -30.0% | -90.0% | +60.0% | -29.1% |
| 3M | -34.1% | -98.0% | +63.9% | -33.0% |
| 6M | -12.6% | -99.9% | +87.3% | -9.8% |
| YTD | +70.4% | -99.9% | +170.4% | +75.6% |
| 1Y | +22.3% | -100.0% | +122.3% | +24.8% |
| 3Y | +261.2% | -100.0% | +361.2% | +257.8% |
| All | +193.0% | -100.0% | +293.0% | +186.3% |
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