+199.6%
ARM vs VLO
+180.6%
+19.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.8% |
| 7D | +9.1% | +9.6% | -0.5% | +7.7% |
| 30D | -19.9% | -17.4% | -2.6% | -18.2% |
| 3M | -31.6% | +10.8% | -42.4% | -33.2% |
| 6M | -13.9% | +56.9% | -70.8% | -21.1% |
| YTD | +74.3% | +136.8% | -62.5% | +35.8% |
| 1Y | +35.8% | +120.7% | -84.9% | +8.4% |
| 3Y | +268.6% | +231.9% | +36.7% | +122.5% |
| All | +199.6% | +180.6% | +19.0% | +95.9% |
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