+234.0%
VIK vs ARMK
+79.0%
+155.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -2.8% |
| 7D | +0.1% | +0.9% | -0.8% | -0.7% |
| 30D | +6.8% | -0.4% | +7.2% | +6.6% |
| 3M | -17.6% | -2.0% | -15.6% | -17.5% |
| 6M | +5.4% | +22.0% | -16.5% | -8.5% |
| YTD | +22.1% | +49.6% | -27.5% | -7.0% |
| 1Y | +49.3% | +46.4% | +2.9% | +15.4% |
| All | +234.0% | +79.0% | +155.0% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling