+214.0%
ARM vs VLO
+198.6%
+15.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -12.6% |
| 7D | -27.1% | -8.7% | -18.5% | -26.3% |
| 30D | -44.9% | -16.2% | -28.7% | -43.9% |
| 3M | -39.3% | +16.2% | -55.4% | -41.0% |
| 6M | -20.2% | +39.8% | -59.9% | -24.9% |
| YTD | +52.5% | +119.0% | -66.4% | +22.4% |
| 1Y | +4.1% | +110.8% | -106.7% | -15.5% |
| All | +214.0% | +198.6% | +15.4% | +101.5% |
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