-50.0%
VTRS vs ARMK
+146.1%
-196.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -2.2% | +3.1% | -5.3% | -3.0% |
| 30D | +3.3% | -2.8% | +6.1% | +4.1% |
| 3M | +2.0% | +7.6% | -5.6% | -0.3% |
| 6M | +19.9% | +47.9% | -28.0% | +7.0% |
| YTD | +35.7% | +60.0% | -24.3% | +18.3% |
| 1Y | +68.1% | +52.2% | +15.9% | +48.3% |
| 3Y | +87.1% | +131.4% | -44.3% | +44.9% |
| 5Y | +47.6% | +163.2% | -115.6% | +9.4% |
| All | -50.0% | +146.1% | -196.0% | -61.1% |
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