-44.1%
VG vs ARMK
+43.3%
-87.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.6% | +4.7% |
| 7D | +15.1% | +7.1% | +8.0% | +12.4% |
| 30D | -4.2% | -1.6% | -2.5% | -3.8% |
| 3M | -3.1% | -10.5% | +7.4% | +0.3% |
| 6M | +0.3% | +11.8% | -11.5% | -6.5% |
| YTD | +95.5% | +47.3% | +48.2% | +53.9% |
| 1Y | +64.4% | +41.5% | +23.0% | +32.7% |
| All | -44.1% | +43.3% | -87.4% | -61.3% |
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