-100.0%
VIVK vs ARMK
+125.3%
-225.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.2% | +7.2% |
| 7D | +13.1% | +1.7% | +11.4% | +12.5% |
| 30D | -29.7% | +3.1% | -32.8% | -30.5% |
| 3M | -93.0% | +9.2% | -102.2% | -93.2% |
| 6M | -98.0% | +43.7% | -141.6% | -98.3% |
| YTD | -97.8% | +57.4% | -155.1% | -98.2% |
| 1Y | -100.0% | +51.9% | -151.8% | -100.0% |
| 3Y | -100.0% | +125.4% | -225.4% | -100.0% |
| All | -100.0% | +125.3% | -225.3% | -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 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