+560.5%
VLO vs ARMK
+144.6%
+415.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +5.2% | -2.4% | +7.6% | +6.0% |
| 30D | +22.6% | 0.0% | +22.6% | +22.4% |
| 3M | +43.8% | +6.7% | +37.1% | +40.6% |
| 6M | +65.7% | +38.8% | +26.9% | +47.5% |
| YTD | +131.1% | +55.2% | +75.9% | +97.2% |
| 1Y | +143.6% | +46.6% | +97.0% | +111.7% |
| 3Y | +201.4% | +112.9% | +88.5% | +121.7% |
| All | +560.5% | +144.6% | +415.9% | +339.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling