+900.2%
VLO vs ARMK
+136.6%
+763.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.6% |
| 7D | +5.8% | +1.7% | +4.1% | +4.9% |
| 30D | +28.3% | +3.1% | +25.2% | +26.1% |
| 3M | +48.7% | +9.2% | +39.5% | +41.8% |
| 6M | +71.9% | +43.7% | +28.2% | +40.7% |
| YTD | +138.7% | +57.4% | +81.3% | +85.9% |
| 1Y | +148.5% | +51.9% | +96.6% | +96.3% |
| 3Y | +192.7% | +125.4% | +67.3% | +80.6% |
| 5Y | +601.6% | +149.1% | +452.5% | +291.8% |
| 10Y | +900.2% | +135.4% | +764.7% | +439.4% |
| All | +900.2% | +136.6% | +763.6% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling