-16.5%
ABT vs VLO
+143.4%
-159.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +5.2% | -8.9% | -3.6% |
| 30D | +2.5% | +22.6% | -20.1% | +2.7% |
| 3M | +20.2% | +43.8% | -23.6% | +20.6% |
| 6M | -2.9% | +65.7% | -68.7% | -2.5% |
| YTD | -11.9% | +131.1% | -143.0% | -14.1% |
| 1Y | -16.5% | +143.6% | -160.2% | -18.5% |
| All | -16.5% | +143.4% | -159.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling