+214.2%
ARM vs VMC
+33.2%
+181.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | +19.8% | -1.7% | +21.5% | +21.1% |
| 30D | -21.8% | +15.3% | -37.0% | -29.3% |
| 3M | -26.5% | +0.3% | -26.8% | -27.2% |
| 6M | -3.9% | +0.9% | -4.8% | -7.0% |
| YTD | +82.8% | -1.0% | +83.8% | +77.2% |
| 1Y | +34.3% | -4.3% | +38.6% | +33.8% |
| 3Y | +282.2% | +35.3% | +246.9% | +181.6% |
| All | +214.2% | +33.2% | +181.0% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling