+65.5%
VZ vs ARMK
+123.7%
-58.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.4% |
| 7D | +2.1% | -2.6% | +4.8% | +2.4% |
| 30D | +1.4% | -5.2% | +6.6% | +1.8% |
| 3M | -1.3% | -6.5% | +5.3% | -0.8% |
| 6M | -0.5% | +15.3% | -15.8% | -2.2% |
| YTD | +19.6% | +43.6% | -24.0% | +14.8% |
| 1Y | +22.4% | +42.1% | -19.7% | +17.5% |
| 3Y | +55.9% | +94.0% | -38.1% | +44.1% |
| 5Y | +20.4% | +96.3% | -75.8% | +10.3% |
| All | +65.5% | +123.7% | -58.1% | +54.8% |
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 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