+195.5%
VLO vs ARMK
+120.0%
+75.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -2.4% | +7.6% | +5.7% |
| 30D | +22.6% | 0.0% | +22.6% | +22.5% |
| 3M | +43.8% | +6.7% | +37.1% | +41.6% |
| 6M | +65.7% | +38.8% | +26.9% | +52.2% |
| YTD | +131.1% | +55.2% | +75.9% | +104.7% |
| 1Y | +143.6% | +46.6% | +97.0% | +119.3% |
| All | +195.5% | +120.0% | +75.5% | +130.8% |
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