+124.0%
VRSK vs ARMK
+146.1%
-22.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.7% |
| 30D | -2.3% | -2.8% | +0.5% | -1.9% |
| 3M | -2.9% | +7.6% | -10.5% | -4.4% |
| 6M | -12.8% | +47.9% | -60.7% | -19.5% |
| YTD | -20.8% | +60.0% | -80.8% | -28.2% |
| 1Y | -33.2% | +52.2% | -85.4% | -38.9% |
| 3Y | -26.6% | +131.4% | -158.0% | -38.8% |
| 5Y | -11.3% | +163.2% | -174.5% | -28.6% |
| All | +124.0% | +146.1% | -22.1% | +86.6% |
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