+302.2%
ARMK vs VO
+277.1%
+25.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | 0.0% | -0.3% | +0.4% | +0.4% |
| 3M | +6.7% | +2.9% | +3.7% | +3.2% |
| 6M | +38.8% | +9.3% | +29.5% | +25.8% |
| YTD | +55.2% | +14.2% | +41.0% | +34.2% |
| 1Y | +46.6% | +15.3% | +31.4% | +25.4% |
| 3Y | +112.9% | +56.2% | +56.6% | +30.2% |
| 5Y | +144.0% | +42.4% | +101.5% | +64.9% |
| 10Y | +132.4% | +194.7% | -62.3% | -19.7% |
| All | +302.2% | +277.1% | +25.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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