-12.5%
VG vs ARMK
+16.7%
-29.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.2% | -3.5% | -7.5% |
| 7D | -16.4% | -5.8% | -10.6% | -16.3% |
| 30D | -10.8% | -5.3% | -5.5% | -10.6% |
| 3M | -6.3% | -6.7% | +0.4% | -5.9% |
| 6M | -12.5% | +17.4% | -29.9% | -25.7% |
| All | -12.5% | +16.7% | -29.2% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling