-9.1%
ABT vs VLO
+607.7%
-616.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.7% |
| 7D | -3.1% | +5.8% | -8.9% | -3.3% |
| 30D | -2.1% | +28.3% | -30.5% | -3.1% |
| 3M | +17.4% | +48.7% | -31.3% | +15.6% |
| 6M | -2.4% | +71.9% | -74.3% | -4.6% |
| YTD | -14.2% | +138.7% | -152.9% | -17.7% |
| 1Y | -18.3% | +148.5% | -166.8% | -21.8% |
| 3Y | +11.5% | +192.7% | -181.2% | +4.9% |
| All | -9.1% | +607.7% | -616.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling