+311.3%
ARM vs VIVK
-100.0%
+411.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -3.9% | +3.7% |
| 7D | +11.4% | +13.1% | -1.7% | +11.3% |
| 30D | -7.4% | -29.7% | +22.2% | -7.4% |
| 3M | -24.5% | -93.0% | +68.5% | -23.9% |
| 6M | +128.7% | -98.0% | +226.6% | +131.8% |
| YTD | +139.3% | -97.8% | +237.0% | +142.6% |
| 1Y | +88.0% | -100.0% | +187.9% | +86.1% |
| All | +311.3% | -100.0% | +411.3% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling