+68.5%
VG vs ARMK
+41.8%
+26.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +14.0% | +2.7% | +11.3% | +14.2% |
| 30D | -1.0% | -1.5% | +0.5% | -1.2% |
| 3M | -2.7% | -11.6% | +8.9% | -5.0% |
| 6M | +1.5% | +6.7% | -5.3% | +2.3% |
| YTD | +93.7% | +47.4% | +46.3% | +103.8% |
| 1Y | +68.5% | +41.5% | +27.1% | +75.5% |
| All | +68.5% | +41.8% | +26.7% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling