+162.2%
ARM vs VLO
+159.5%
+2.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -12.5% |
| 7D | -27.1% | -8.7% | -18.5% | -26.2% |
| 30D | -44.9% | -16.2% | -28.7% | -43.7% |
| 3M | -39.3% | +16.2% | -55.4% | -41.2% |
| 6M | -20.2% | +39.8% | -59.9% | -25.6% |
| YTD | +52.5% | +119.0% | -66.4% | +20.2% |
| 1Y | +4.1% | +110.8% | -106.7% | -17.0% |
| 3Y | +211.7% | +201.7% | +10.0% | +91.9% |
| All | +162.2% | +159.5% | +2.7% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling