structure(list(PERMNO = c(10020L, 10020L, 10020L, 10020L, 10020L,
10020L), DATE = structure(c(5866, 5870, 5871, 5872, 5873, 5874
), class = "Date"), RET = c(NA, NA, 0.025862, 0.058824, 0.039683,
0.007634), VW = c(0.002665, 0.004343, 0.009631, 0.002445, -0.003073,
0.009399), EW = c(0.001397, 0.00214, 0.003179, -0.000248, 0.000895,
0.00539)), row.names = c(NA, 6L), class = "data.frame")
Code I was trying was just
r$AR <- r$RET - r$VM