+778.9%
VLO vs ARMK
+131.1%
+647.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +6.8% | +7.1% | -0.4% | +3.1% |
| 30D | -17.9% | -1.6% | -16.2% | -17.5% |
| 3M | +13.5% | -10.5% | +24.1% | +19.3% |
| 6M | +53.0% | +11.8% | +41.3% | +43.0% |
| YTD | +133.7% | +47.3% | +86.5% | +87.0% |
| 1Y | +115.7% | +41.5% | +74.2% | +75.8% |
| 3Y | +231.9% | +95.3% | +136.6% | +119.8% |
| 5Y | +471.6% | +108.1% | +363.4% | +250.4% |
| All | +778.9% | +131.1% | +647.8% | +388.7% |
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