+231.9%
VLO vs ARMK
+96.6%
+135.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | +2.7% | +7.0% | +9.1% |
| 30D | -17.4% | -1.5% | -15.9% | -17.2% |
| 3M | +10.8% | -11.6% | +22.3% | +13.3% |
| 6M | +56.9% | +6.7% | +50.2% | +54.2% |
| YTD | +136.8% | +47.4% | +89.4% | +112.6% |
| 1Y | +120.7% | +41.5% | +79.2% | +100.3% |
| 3Y | +231.9% | +95.5% | +136.4% | +180.4% |
| All | +231.9% | +96.6% | +135.3% | +180.4% |
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 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