+199.0%
VLO vs ARMK
+91.9%
+107.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -2.3% |
| 7D | -13.3% | -2.6% | -10.7% | -12.8% |
| 30D | -18.3% | -5.2% | -13.1% | -17.5% |
| 3M | +14.3% | -6.5% | +20.9% | +15.6% |
| 6M | +47.6% | +15.3% | +32.4% | +42.3% |
| YTD | +116.0% | +43.6% | +72.4% | +94.7% |
| 1Y | +101.0% | +42.1% | +59.0% | +81.6% |
| 3Y | +199.0% | +94.0% | +105.0% | +152.3% |
| All | +199.0% | +91.9% | +107.1% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling