+296.4%
ARM vs VMC
+24.6%
+271.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.3% |
| 7D | +5.5% | -4.3% | +9.8% | +8.6% |
| 30D | -8.2% | -8.2% | +0.1% | -2.9% |
| 3M | -35.9% | -7.0% | -28.9% | -33.9% |
| 6M | +103.1% | -10.8% | +113.9% | +116.8% |
| YTD | +130.6% | -7.4% | +138.0% | +135.3% |
| 1Y | +86.1% | -9.5% | +95.6% | +91.8% |
| All | +296.4% | +24.6% | +271.8% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling