-51.4%
VG vs ARMK
+33.8%
-85.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -2.7% |
| 7D | -22.0% | -10.2% | -11.8% | -19.2% |
| 30D | -14.7% | -9.3% | -5.4% | -12.0% |
| 3M | -7.1% | -11.4% | +4.3% | -3.9% |
| 6M | -11.2% | +11.6% | -22.8% | -18.0% |
| YTD | +69.8% | +37.5% | +32.4% | +36.8% |
| 1Y | +49.9% | +34.9% | +14.9% | +21.7% |
| All | -51.4% | +33.8% | -85.2% | -65.6% |
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