+214.2%
ARM vs VIVK
-100.0%
+314.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -1.6% |
| 7D | +19.8% | -38.6% | +58.5% | +20.3% |
| 30D | -21.8% | -87.7% | +66.0% | -20.4% |
| 3M | -26.5% | -98.9% | +72.3% | -24.9% |
| 6M | -3.9% | -100.0% | +96.0% | -0.3% |
| YTD | +82.8% | -100.0% | +182.7% | +89.4% |
| 1Y | +34.3% | -100.0% | +134.3% | +37.9% |
| 3Y | +282.2% | -100.0% | +382.2% | +281.6% |
| All | +214.2% | -100.0% | +314.2% | +208.8% |
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