+6,695.8%
ABT vs VLO
+36,773.5%
-30,077.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.3% | +9.6% | -10.9% | -2.4% |
| 30D | +6.0% | -17.4% | +23.4% | +8.3% |
| 3M | -1.9% | +10.8% | -12.6% | -3.5% |
| 6M | +31.2% | +56.9% | -25.8% | +23.4% |
| YTD | -11.2% | +136.8% | -148.0% | -21.1% |
| 1Y | -14.0% | +120.7% | -134.6% | -22.9% |
| 3Y | +20.7% | +231.9% | -211.3% | +1.2% |
| 5Y | -6.7% | +479.0% | -485.7% | -28.7% |
| 10Y | +226.3% | +792.2% | -565.9% | +122.7% |
| All | +6,695.8% | +36,773.5% | -30,077.7% | +2,299.9% |
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