+743.6%
VLO vs ARMK
+131.1%
+612.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +0.9% |
| 7D | -6.5% | +0.9% | -7.4% | -6.9% |
| 30D | -17.8% | -0.4% | -17.4% | -17.9% |
| 3M | +19.6% | -2.0% | +21.6% | +19.9% |
| 6M | +49.3% | +22.0% | +27.3% | +33.1% |
| YTD | +122.4% | +49.6% | +72.8% | +76.6% |
| 1Y | +107.4% | +46.4% | +61.1% | +66.3% |
| 3Y | +223.1% | +103.2% | +119.8% | +109.6% |
| 5Y | +432.2% | +108.1% | +324.1% | +227.0% |
| 10Y | +743.6% | +129.4% | +614.2% | +367.9% |
| All | +743.6% | +131.1% | +612.5% | +367.9% |
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