+315.5%
ARM vs VIVK
-100.0%
+415.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.4% | +1.0% |
| 7D | +12.5% | -7.9% | +20.4% | +12.5% |
| 30D | -1.4% | -42.0% | +40.6% | -1.3% |
| 3M | -18.7% | -92.5% | +73.8% | -18.2% |
| 6M | +124.6% | -98.0% | +222.6% | +127.8% |
| YTD | +141.7% | -97.9% | +239.6% | +145.2% |
| 1Y | +87.7% | -100.0% | +187.6% | +86.0% |
| All | +315.5% | -100.0% | +415.5% | +299.7% |
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