+296.4%
ARM vs VUG
+87.4%
+209.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +5.0% |
| 7D | +5.5% | -0.1% | +5.6% | +5.7% |
| 30D | -8.2% | -0.3% | -7.9% | -7.5% |
| 3M | -35.9% | -0.7% | -35.2% | -33.2% |
| 6M | +103.1% | +14.6% | +88.5% | +60.9% |
| YTD | +130.6% | +9.0% | +121.6% | +102.0% |
| 1Y | +86.1% | +14.9% | +71.2% | +46.6% |
| All | +296.4% | +87.4% | +209.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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