-100.0%
VIVK vs ARWR
+875.1%
-975.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.3% | -8.8% | -7.5% |
| 7D | -57.7% | -17.8% | -39.8% | -57.6% |
| 30D | -87.3% | -18.1% | -69.1% | -87.3% |
| 3M | -98.9% | -44.2% | -54.7% | -98.9% |
| 6M | -100.0% | -38.6% | -61.3% | -100.0% |
| YTD | -100.0% | -28.0% | -71.9% | -100.0% |
| 1Y | -100.0% | +16.1% | -116.1% | -100.0% |
| 3Y | -100.0% | +84.0% | -184.0% | -100.0% |
| 5Y | -100.0% | -35.4% | -64.6% | -100.0% |
| 10Y | -100.0% | +1,043.1% | -1,143.1% | -100.0% |
| All | -100.0% | +875.1% | -975.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling