+302.2%
ARMK vs VICR
+1,492.5%
-1,190.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -1.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | 0.0% | -13.9% | +14.0% | +1.6% |
| 3M | +6.7% | -38.4% | +45.1% | +11.5% |
| 6M | +38.8% | -7.2% | +46.0% | +34.6% |
| YTD | +55.2% | +72.0% | -16.9% | +37.3% |
| 1Y | +46.6% | +263.3% | -216.7% | +15.4% |
| 3Y | +112.9% | +173.3% | -60.4% | +65.1% |
| 5Y | +144.0% | +47.3% | +96.7% | +93.6% |
| 10Y | +132.4% | +1,495.2% | -1,362.8% | +27.7% |
| All | +302.2% | +1,492.5% | -1,190.3% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling