+24.5%
ALAB vs VLO
+120.8%
-96.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.3% | -4.7% |
| 7D | -24.9% | -6.0% | -18.9% | -25.0% |
| 30D | -38.4% | -12.9% | -25.5% | -38.8% |
| 3M | -38.3% | +18.3% | -56.6% | -38.9% |
| 6M | +10.9% | +46.4% | -35.5% | +9.6% |
| YTD | +34.2% | +127.7% | -93.5% | +29.1% |
| 1Y | +24.5% | +120.6% | -96.1% | +19.8% |
| All | +24.5% | +120.8% | -96.2% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling