+287.7%
ARMK vs VIG
+339.8%
-52.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.3% |
| 30D | -0.4% | +4.3% | -4.6% | -5.2% |
| 3M | -2.0% | +2.0% | -4.0% | -4.4% |
| 6M | +22.0% | +10.2% | +11.8% | +8.6% |
| YTD | +49.6% | +14.8% | +34.8% | +27.3% |
| 1Y | +46.4% | +17.5% | +28.9% | +21.1% |
| 3Y | +103.2% | +67.4% | +35.8% | +11.4% |
| 5Y | +108.1% | +63.4% | +44.8% | +18.2% |
| 10Y | +129.4% | +259.9% | -130.5% | -36.6% |
| All | +287.7% | +339.8% | -52.1% | -9.3% |
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