+2.7%
VUG vs ARMK
+46.1%
-43.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +2.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.3% |
| 3M | -5.4% | -2.0% | -3.5% | -5.4% |
| 6M | -2.5% | +22.0% | -24.5% | -6.4% |
| YTD | +4.2% | +49.6% | -45.4% | -3.0% |
| All | +2.7% | +46.1% | -43.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling