-7.4%
ADI vs VLO
+54.4%
-61.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +9.5% | +9.6% | -0.2% | +8.3% |
| 30D | -1.4% | -17.4% | +16.0% | -1.5% |
| 3M | +4.7% | +10.8% | -6.0% | +3.0% |
| 6M | -7.4% | +56.9% | -64.4% | -13.2% |
| All | -7.4% | +54.4% | -61.8% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling