+191.7%
VRSK vs ARMK
+351.9%
-160.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -1.8% | +2.4% | -4.1% | -2.4% |
| 3M | -2.2% | +6.1% | -8.3% | -3.6% |
| 6M | -14.9% | +41.8% | -56.7% | -21.1% |
| YTD | -20.0% | +55.5% | -75.5% | -27.4% |
| 1Y | -33.1% | +49.6% | -82.7% | -38.9% |
| 3Y | -25.6% | +122.8% | -148.4% | -38.2% |
| 5Y | -10.1% | +151.0% | -161.1% | -27.9% |
| 10Y | +128.4% | +138.0% | -9.5% | +82.9% |
| All | +191.7% | +351.9% | -160.2% | +107.9% |
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 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