+568.9%
VUG vs ARMK
+350.8%
+218.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | -0.3% | 0.0% | -0.3% | -0.5% |
| 3M | -0.7% | +6.7% | -7.3% | -2.6% |
| 6M | +14.6% | +38.8% | -24.2% | +4.3% |
| YTD | +9.0% | +55.2% | -46.2% | -3.9% |
| 1Y | +14.9% | +46.6% | -31.7% | +2.6% |
| 3Y | +86.0% | +112.9% | -26.9% | +48.4% |
| 5Y | +76.7% | +144.0% | -67.3% | +35.2% |
| 10Y | +411.3% | +132.4% | +278.9% | +291.6% |
| All | +568.9% | +350.8% | +218.0% | +352.8% |
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