+86.1%
ARM vs VLO
+143.4%
-57.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +5.2% | +0.2% | +6.7% |
| 30D | -8.2% | +22.6% | -30.8% | -3.6% |
| 3M | -35.9% | +43.8% | -79.7% | -29.2% |
| 6M | +103.1% | +65.7% | +37.4% | +122.8% |
| YTD | +130.6% | +131.1% | -0.5% | +135.6% |
| 1Y | +86.1% | +143.6% | -57.6% | +97.3% |
| All | +86.1% | +143.4% | -57.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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