-42.5%
ALAB vs VLO
+12.9%
-55.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.6% | +6.1% |
| 7D | -26.3% | -13.3% | -13.0% | -29.3% |
| 30D | -50.1% | -18.3% | -31.8% | -52.4% |
| 3M | -42.5% | +14.3% | -56.8% | -39.6% |
| All | -42.5% | +12.9% | -55.3% | -39.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling