+152.7%
VMC vs ARMK
+136.6%
+16.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.2% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | -9.1% | +3.1% | -12.2% | -10.3% |
| 3M | -4.1% | +9.2% | -13.4% | -7.5% |
| 6M | -5.5% | +43.7% | -49.2% | -18.0% |
| YTD | -8.9% | +57.4% | -66.3% | -23.9% |
| 1Y | -12.9% | +51.9% | -64.8% | -26.4% |
| 3Y | +22.1% | +125.4% | -103.3% | -13.4% |
| 5Y | +52.7% | +149.1% | -96.4% | +2.0% |
| 10Y | +152.7% | +135.4% | +17.3% | +56.8% |
| All | +152.7% | +136.6% | +16.1% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling