+125.4%
ARMK vs VSXY
+335.0%
-209.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.4% | +1.2% |
| 7D | +1.7% | -6.8% | +8.5% | +2.0% |
| 30D | +3.1% | -20.4% | +23.5% | +4.4% |
| 3M | +9.2% | +2.9% | +6.3% | +8.6% |
| 6M | +43.7% | +67.9% | -24.2% | +36.8% |
| YTD | +57.4% | +44.9% | +12.5% | +51.0% |
| 1Y | +51.9% | +205.9% | -154.1% | +36.4% |
| 3Y | +125.4% | +373.9% | -248.5% | +91.0% |
| All | +125.4% | +335.0% | -209.6% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling