+135.2%
VGT vs ARMK
+146.8%
-11.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | +1.5% | +0.3% | +1.1% | +1.3% |
| 30D | +0.5% | +2.4% | -1.8% | -0.7% |
| 3M | +5.3% | +6.1% | -0.8% | +2.3% |
| 6M | +32.4% | +41.8% | -9.3% | +12.9% |
| YTD | +28.6% | +55.5% | -26.9% | +4.8% |
| 1Y | +37.6% | +49.6% | -11.9% | +13.8% |
| 3Y | +125.5% | +122.8% | +2.7% | +49.4% |
| 5Y | +135.2% | +151.0% | -15.8% | +43.4% |
| All | +135.2% | +146.8% | -11.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling