+97.3%
VTR vs ARMK
+138.5%
-41.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | +4.0% | -5.9% | +10.0% | +7.1% |
| 3M | +7.8% | +6.7% | +1.1% | +3.7% |
| 6M | +6.4% | +42.5% | -36.2% | -12.2% |
| YTD | +18.3% | +55.1% | -36.8% | -6.9% |
| 1Y | +33.9% | +50.3% | -16.4% | +6.5% |
| 3Y | +134.3% | +122.2% | +12.1% | +44.0% |
| 5Y | +90.3% | +155.2% | -64.9% | +3.3% |
| All | +97.3% | +138.5% | -41.2% | -4.6% |
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