+302.2%
ARMK vs VIG
+325.4%
-23.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | 0.0% | -1.0% | +1.0% | +1.1% |
| 3M | +6.7% | +2.8% | +3.9% | +3.2% |
| 6M | +38.8% | +8.2% | +30.6% | +26.6% |
| YTD | +55.2% | +11.0% | +44.2% | +37.4% |
| 1Y | +46.6% | +16.1% | +30.5% | +23.1% |
| 3Y | +112.9% | +56.2% | +56.7% | +26.9% |
| 5Y | +144.0% | +63.0% | +81.0% | +39.2% |
| 10Y | +132.4% | +241.4% | -109.0% | -32.0% |
| All | +302.2% | +325.4% | -23.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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