-51.4%
VG vs ARMK
+39.8%
-91.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.4% |
| 7D | -22.0% | -2.6% | -19.4% | -21.3% |
| 30D | -11.6% | -5.2% | -6.5% | -10.2% |
| 3M | -14.9% | -6.5% | -8.4% | -13.6% |
| 6M | -3.5% | +15.3% | -18.8% | -11.8% |
| YTD | +70.0% | +43.6% | +26.4% | +34.9% |
| 1Y | +50.0% | +42.1% | +7.9% | +19.3% |
| All | -51.4% | +39.8% | -91.1% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling