-100.0%
VIVK vs ARMK
+350.8%
-450.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.5% | -12.1% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -43.6% | 0.0% | -43.6% | -43.7% |
| 3M | -95.1% | +6.7% | -101.8% | -95.2% |
| 6M | -98.2% | +38.8% | -137.0% | -98.4% |
| YTD | -97.9% | +55.2% | -153.1% | -98.2% |
| 1Y | -100.0% | +46.6% | -146.6% | -100.0% |
| 3Y | -100.0% | +112.9% | -212.9% | -100.0% |
| 5Y | -100.0% | +144.0% | -244.0% | -100.0% |
| 10Y | -100.0% | +132.4% | -232.4% | -100.0% |
| All | -100.0% | +350.8% | -450.8% | -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 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