-100.0%
VIVK vs ARMK
+146.1%
-246.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.2% | -10.5% | -8.0% |
| 7D | -4.4% | +3.1% | -7.5% | -5.0% |
| 30D | -40.8% | -2.8% | -38.0% | -40.5% |
| 3M | -94.1% | +7.6% | -101.7% | -94.2% |
| 6M | -98.2% | +47.9% | -146.1% | -98.3% |
| YTD | -98.0% | +60.0% | -158.0% | -98.2% |
| 1Y | -100.0% | +52.2% | -152.2% | -100.0% |
| 3Y | -100.0% | +131.4% | -231.4% | -100.0% |
| 5Y | -100.0% | +163.2% | -263.2% | -100.0% |
| All | -100.0% | +146.1% | -246.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling