+17.2%
ARM vs VLO
+104.0%
-86.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.9% |
| 7D | -10.4% | -9.5% | -0.8% | -12.6% |
| 30D | -31.8% | -19.1% | -12.7% | -35.5% |
| 3M | -32.2% | +11.4% | -43.6% | -29.3% |
| 6M | -14.9% | +46.7% | -61.6% | -2.4% |
| YTD | +66.0% | +118.6% | -52.6% | +73.0% |
| 1Y | +17.2% | +99.9% | -82.7% | +24.0% |
| All | +17.2% | +104.0% | -86.8% | +24.0% |
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