+35.8%
ARM vs VIVK
-100.0%
+135.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.5% | +2.9% | -4.4% |
| 7D | +9.1% | -57.7% | +66.8% | +11.3% |
| 30D | -19.9% | -87.3% | +67.3% | -16.8% |
| 3M | -31.6% | -98.9% | +67.3% | -27.1% |
| 6M | -13.9% | -100.0% | +86.1% | -3.2% |
| YTD | +74.3% | -100.0% | +174.3% | +93.2% |
| 1Y | +35.8% | -100.0% | +135.8% | +46.0% |
| All | +35.8% | -100.0% | +135.8% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling