+136.8%
ARMK vs VICR
+1,501.2%
-1,364.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -5.9% | -15.6% | +9.6% | -4.2% |
| 3M | +6.7% | -35.4% | +42.1% | +11.0% |
| 6M | +42.5% | +1.3% | +41.3% | +36.4% |
| YTD | +55.1% | +62.5% | -7.3% | +37.6% |
| 1Y | +50.3% | +255.5% | -205.1% | +17.4% |
| 3Y | +122.2% | +182.0% | -59.8% | +69.3% |
| 5Y | +155.2% | +42.9% | +112.3% | +102.0% |
| All | +136.8% | +1,501.2% | -1,364.4% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling