-39.3%
VG vs ARMK
+51.0%
-90.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.5% |
| 30D | +16.0% | 0.0% | +16.0% | +15.5% |
| 3M | +9.7% | +6.7% | +3.1% | +6.0% |
| 6M | +29.6% | +38.8% | -9.2% | +8.8% |
| YTD | +112.0% | +55.2% | +56.8% | +64.3% |
| 1Y | +12.8% | +46.6% | -33.8% | -9.2% |
| All | -39.3% | +51.0% | -90.4% | -58.7% |
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 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