+144.3%
ARMK vs VYM
+209.2%
-64.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.3% |
| 7D | +3.1% | -0.8% | +3.9% | +4.1% |
| 30D | -2.8% | -2.2% | -0.5% | -0.1% |
| 3M | +7.6% | +3.1% | +4.5% | +3.6% |
| 6M | +47.9% | +9.7% | +38.2% | +32.0% |
| YTD | +60.0% | +14.9% | +45.1% | +35.1% |
| 1Y | +52.2% | +17.6% | +34.7% | +24.8% |
| 3Y | +131.4% | +65.3% | +66.1% | +24.7% |
| 5Y | +163.2% | +78.7% | +84.5% | +29.8% |
| All | +144.3% | +209.2% | -64.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling