-11.5%
VRSK vs ARMK
+147.8%
-159.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.7% | -0.9% | -6.8% | -7.6% |
| 30D | -2.8% | -5.9% | +3.1% | -1.6% |
| 3M | -3.7% | +6.7% | -10.4% | -5.3% |
| 6M | -12.8% | +42.5% | -55.3% | -20.1% |
| YTD | -21.0% | +55.1% | -76.1% | -29.4% |
| 1Y | -32.5% | +50.3% | -82.8% | -39.2% |
| 3Y | -26.5% | +122.2% | -148.7% | -41.9% |
| 5Y | -11.5% | +155.2% | -166.7% | -33.2% |
| All | -11.5% | +147.8% | -159.3% | -33.2% |
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