+88.0%
VTR vs ARMK
+146.8%
-58.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -2.8% | +2.4% | -5.2% | -3.7% |
| 3M | +9.0% | +6.1% | +3.0% | +6.9% |
| 6M | +5.0% | +41.8% | -36.8% | -5.8% |
| YTD | +16.9% | +55.5% | -38.6% | +1.8% |
| 1Y | +34.3% | +49.6% | -15.3% | +18.0% |
| 3Y | +131.6% | +122.8% | +8.8% | +70.1% |
| 5Y | +88.0% | +151.0% | -63.0% | +29.4% |
| All | +88.0% | +146.8% | -58.8% | +29.4% |
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