+433.2%
VMC vs ARMK
+350.8%
+82.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -4.3% | -2.4% | -1.9% | -3.5% |
| 30D | -8.2% | 0.0% | -8.3% | -8.4% |
| 3M | -7.0% | +6.7% | -13.7% | -9.5% |
| 6M | -10.8% | +38.8% | -49.6% | -21.6% |
| YTD | -7.4% | +55.2% | -62.6% | -22.4% |
| 1Y | -9.5% | +46.6% | -56.1% | -22.6% |
| 3Y | +20.5% | +112.9% | -92.4% | -13.0% |
| 5Y | +51.6% | +144.0% | -92.4% | +1.5% |
| 10Y | +150.0% | +132.4% | +17.6% | +48.3% |
| All | +433.2% | +350.8% | +82.3% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling