+41.7%
VMC vs ARMK
+101.3%
-59.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.5% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +18.6% | -0.4% | +18.9% | +18.4% |
| 3M | +2.0% | -2.0% | +4.0% | +2.3% |
| 6M | +2.6% | +22.0% | -19.4% | -3.3% |
| YTD | +2.3% | +49.6% | -47.4% | -9.2% |
| 1Y | +1.7% | +46.4% | -44.7% | -9.2% |
| 3Y | +41.7% | +103.2% | -61.5% | +20.9% |
| All | +41.7% | +101.3% | -59.5% | +20.9% |
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