+228.9%
ARM vs VMC
+38.8%
+190.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | -15.2% | +0.5% | -15.7% | -15.6% |
| 30D | -40.7% | +15.8% | -56.5% | -46.5% |
| 3M | -39.1% | +0.6% | -39.7% | -39.8% |
| 6M | -26.4% | -4.0% | -22.4% | -25.7% |
| YTD | +59.7% | -0.3% | +60.1% | +54.2% |
| 1Y | +10.3% | -0.5% | +10.9% | +6.5% |
| 3Y | +228.9% | +39.6% | +189.3% | +158.6% |
| All | +228.9% | +38.8% | +190.1% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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