-5.9%
ABT vs VLO
+120.8%
-126.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.8% | +11.3% | +5.3% |
| 7D | +12.5% | -6.0% | +18.5% | +12.2% |
| 30D | +16.1% | -12.9% | +29.0% | +15.5% |
| 3M | +10.2% | +18.3% | -8.1% | +10.3% |
| 6M | +33.7% | +46.4% | -12.7% | +34.2% |
| YTD | -5.5% | +127.7% | -133.3% | -9.6% |
| 1Y | -5.9% | +120.6% | -126.5% | -9.7% |
| All | -5.9% | +120.8% | -126.7% | -9.7% |
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