-50.3%
VTRS vs ARMK
+357.2%
-407.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | +1.9% | +3.1% | -1.3% | +0.7% |
| 3M | +5.1% | +9.2% | -4.2% | +2.1% |
| 6M | +20.1% | +43.7% | -23.6% | +7.2% |
| YTD | +36.6% | +57.4% | -20.8% | +18.4% |
| 1Y | +64.1% | +51.9% | +12.3% | +43.6% |
| 3Y | +86.4% | +125.4% | -39.0% | +42.6% |
| 5Y | +40.9% | +149.1% | -108.2% | +3.5% |
| 10Y | -48.7% | +135.4% | -184.2% | -62.3% |
| All | -50.3% | +357.2% | -407.5% | -69.5% |
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