+420.0%
VLO vs ARMK
+96.3%
+323.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -2.7% |
| 7D | -13.3% | -2.6% | -10.7% | -12.6% |
| 30D | -18.3% | -5.2% | -13.1% | -17.2% |
| 3M | +14.3% | -6.5% | +20.9% | +16.2% |
| 6M | +47.6% | +15.3% | +32.4% | +40.1% |
| YTD | +116.0% | +43.6% | +72.4% | +88.7% |
| 1Y | +101.0% | +42.1% | +59.0% | +76.0% |
| 3Y | +199.0% | +94.0% | +105.0% | +127.7% |
| All | +420.0% | +96.3% | +323.7% | +283.2% |
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