+282.1%
ARMK vs VICR
+1,243.3%
-961.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +2.7% | +8.3% | -5.6% | +1.6% |
| 30D | -1.5% | -35.2% | +33.7% | +3.2% |
| 3M | -11.6% | -29.8% | +18.3% | -9.2% |
| 6M | +6.7% | -48.6% | +55.3% | +11.8% |
| YTD | +47.4% | +45.1% | +2.3% | +31.3% |
| 1Y | +41.5% | +79.6% | -38.1% | +22.3% |
| 3Y | +95.5% | +335.4% | -239.9% | +39.4% |
| 5Y | +108.4% | -1.0% | +109.4% | +73.5% |
| 10Y | +132.3% | +993.1% | -860.9% | +31.4% |
| All | +282.1% | +1,243.3% | -961.3% | +113.9% |
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