+261.2%
ARM vs VLO
+216.6%
+44.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +6.3% |
| 7D | -5.3% | -6.5% | +1.1% | -4.5% |
| 30D | -30.0% | -17.8% | -12.3% | -28.6% |
| 3M | -34.1% | +19.6% | -53.7% | -36.1% |
| 6M | -12.6% | +49.3% | -61.9% | -18.7% |
| YTD | +70.4% | +122.4% | -52.0% | +36.5% |
| 1Y | +22.3% | +107.4% | -85.2% | +0.2% |
| 3Y | +261.2% | +223.1% | +38.1% | +121.4% |
| All | +261.2% | +216.6% | +44.6% | +121.4% |
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