+154.0%
ARMK vs VSXY
+23.6%
+130.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.4% | +1.0% |
| 7D | +1.7% | -6.8% | +8.5% | +2.3% |
| 30D | +3.1% | -20.4% | +23.5% | +5.3% |
| 3M | +9.2% | +2.9% | +6.3% | +8.3% |
| 6M | +43.7% | +67.9% | -24.2% | +33.0% |
| YTD | +57.4% | +44.9% | +12.5% | +47.4% |
| 1Y | +51.9% | +205.9% | -154.1% | +28.6% |
| 3Y | +125.4% | +373.9% | -248.5% | +66.2% |
| All | +154.0% | +23.6% | +130.3% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling