-50.2%
VG vs ARMK
+45.6%
-95.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.8% | +1.0% |
| 7D | -8.3% | +0.9% | -9.2% | -8.5% |
| 30D | -10.3% | -0.4% | -10.0% | -10.3% |
| 3M | -10.8% | -2.0% | -8.8% | -10.9% |
| 6M | +3.5% | +22.0% | -18.5% | -7.3% |
| YTD | +74.0% | +49.6% | +24.3% | +36.2% |
| 1Y | +48.9% | +46.4% | +2.5% | +17.8% |
| All | -50.2% | +45.6% | -95.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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