+135.1%
ADI vs VLO
+619.0%
-483.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +2.6% | +6.2% | -3.6% | +1.3% |
| 30D | -4.6% | +23.5% | -28.1% | -9.0% |
| 3M | -9.5% | +53.9% | -63.4% | -18.1% |
| 6M | +14.8% | +81.7% | -66.8% | -1.0% |
| YTD | +35.8% | +142.5% | -106.6% | +8.1% |
| 1Y | +48.9% | +145.4% | -96.5% | +17.8% |
| 3Y | +115.6% | +197.3% | -81.8% | +58.3% |
| 5Y | +135.1% | +614.6% | -479.5% | +46.8% |
| All | +135.1% | +619.0% | -483.9% | +46.8% |
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