+6,616.3%
ABT vs VLO
+36,299.7%
-29,683.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.2% |
| 7D | -5.6% | +6.8% | -12.3% | -6.4% |
| 30D | +5.2% | -17.9% | +23.0% | +7.5% |
| 3M | -2.7% | +13.5% | -16.3% | -4.6% |
| 6M | +28.8% | +53.0% | -24.2% | +21.6% |
| YTD | -12.3% | +133.7% | -146.0% | -21.9% |
| 1Y | -14.7% | +115.7% | -130.3% | -23.3% |
| 3Y | +21.6% | +231.9% | -210.4% | +1.9% |
| 5Y | -7.8% | +471.6% | -479.3% | -29.5% |
| 10Y | +222.5% | +780.7% | -558.3% | +120.5% |
| All | +6,616.3% | +36,299.7% | -29,683.4% | +2,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling