+1,099.5%
VLO vs ARMK
+317.2%
+782.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -3.5% |
| 7D | -13.3% | -2.6% | -10.7% | -12.2% |
| 30D | -18.3% | -5.2% | -13.1% | -16.5% |
| 3M | +14.3% | -6.5% | +20.9% | +17.2% |
| 6M | +47.6% | +15.3% | +32.4% | +35.9% |
| YTD | +116.0% | +43.6% | +72.4% | +76.4% |
| 1Y | +101.0% | +42.1% | +59.0% | +64.7% |
| 3Y | +199.0% | +94.0% | +105.0% | +102.1% |
| 5Y | +419.0% | +96.3% | +322.8% | +235.8% |
| 10Y | +778.2% | +126.7% | +651.5% | +390.2% |
| All | +1,099.5% | +317.2% | +782.3% | +517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling