+228.9%
ARM vs VLO
+194.5%
+34.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.9% |
| 7D | -15.2% | -13.3% | -1.9% | -13.8% |
| 30D | -40.7% | -18.3% | -22.4% | -39.4% |
| 3M | -39.1% | +14.3% | -53.4% | -40.7% |
| 6M | -26.4% | +47.6% | -74.1% | -31.6% |
| YTD | +59.7% | +116.0% | -56.2% | +28.4% |
| 1Y | +10.3% | +101.0% | -90.7% | -9.2% |
| 3Y | +228.9% | +199.0% | +29.8% | +111.3% |
| All | +228.9% | +194.5% | +34.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling