-100.0%
VIVK vs ARMK
+41.1%
-141.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -4.2% | -23.3% | -24.5% |
| 7D | -68.7% | -5.8% | -62.8% | -66.5% |
| 30D | -90.0% | -5.3% | -84.8% | -89.5% |
| 3M | -98.1% | -6.7% | -91.3% | -98.0% |
| 6M | -99.9% | +17.4% | -117.3% | -99.9% |
| YTD | -99.9% | +43.0% | -142.9% | -100.0% |
| 1Y | -100.0% | +40.3% | -140.3% | -100.0% |
| All | -100.0% | +41.1% | -141.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling