+228.9%
ARM vs VICR
+262.0%
-33.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.7% | -4.0% | +1.2% |
| 7D | -15.2% | -23.1% | +7.9% | -5.9% |
| 30D | -40.7% | -48.1% | +7.4% | -24.0% |
| 3M | -39.1% | -32.8% | -6.2% | -30.7% |
| 6M | -26.4% | -47.6% | +21.2% | -11.0% |
| YTD | +59.7% | +34.0% | +25.7% | +31.2% |
| 1Y | +10.3% | +65.0% | -54.7% | -16.7% |
| 3Y | +228.9% | +277.1% | -48.2% | +34.0% |
| All | +228.9% | +262.0% | -33.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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