+140.1%
ARMK vs VSXY
+37.4%
+102.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -2.4% | -14.0% | +11.6% | -1.1% |
| 30D | 0.0% | -15.9% | +15.9% | +1.4% |
| 3M | +6.7% | +3.4% | +3.3% | +5.7% |
| 6M | +38.8% | +25.9% | +12.9% | +33.1% |
| YTD | +55.2% | +39.5% | +15.7% | +46.6% |
| 1Y | +46.6% | +194.4% | -147.7% | +26.4% |
| 3Y | +112.9% | +281.4% | -168.5% | +67.7% |
| 5Y | +144.0% | +12.8% | +131.2% | +114.2% |
| All | +140.1% | +37.4% | +102.7% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling