+237.5%
VIK vs ARMK
+88.3%
+149.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.8% |
| 7D | +3.6% | +1.7% | +1.9% | +2.5% |
| 30D | -16.7% | +3.1% | -19.9% | -18.8% |
| 3M | -1.1% | +9.2% | -10.3% | -7.1% |
| 6M | +27.8% | +43.7% | -15.9% | +0.9% |
| YTD | +23.3% | +57.4% | -34.0% | -8.5% |
| 1Y | +38.2% | +51.9% | -13.7% | +4.8% |
| All | +237.5% | +88.3% | +149.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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