-100.0%
VIVK vs ARWR
+85.8%
-185.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.7% | -15.1% | -14.3% |
| 7D | -48.0% | -19.9% | -28.1% | -47.9% |
| 30D | -88.4% | -18.7% | -69.7% | -88.4% |
| 3M | -98.7% | -44.7% | -54.0% | -98.7% |
| 6M | -100.0% | -36.5% | -63.4% | -100.0% |
| YTD | -100.0% | -25.7% | -74.3% | -100.0% |
| 1Y | -100.0% | +18.9% | -118.9% | -100.0% |
| All | -100.0% | +85.8% | -185.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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