+145.2%
VTR vs ARMK
+350.8%
-205.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.6% |
| 30D | -2.4% | 0.0% | -2.5% | -3.0% |
| 3M | +14.8% | +6.7% | +8.1% | +10.7% |
| 6M | +5.3% | +38.8% | -33.5% | -10.8% |
| YTD | +18.1% | +55.2% | -37.1% | -5.6% |
| 1Y | +36.7% | +46.6% | -9.9% | +11.7% |
| 3Y | +130.1% | +112.9% | +17.2% | +49.9% |
| 5Y | +89.5% | +144.0% | -54.5% | +10.7% |
| 10Y | +87.4% | +132.4% | -45.1% | -6.4% |
| All | +145.2% | +350.8% | -205.6% | +18.2% |
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 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