+207.4%
ALAB vs VLO
+122.3%
+85.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.6% | +6.6% |
| 7D | -26.3% | -13.3% | -13.0% | -23.8% |
| 30D | -50.1% | -18.3% | -31.8% | -48.1% |
| 3M | -42.5% | +14.3% | -56.8% | -45.5% |
| 6M | -10.8% | +47.6% | -58.5% | -22.0% |
| YTD | +14.6% | +116.0% | -101.3% | -13.6% |
| 1Y | +17.1% | +101.0% | -83.9% | -9.2% |
| All | +207.4% | +122.3% | +85.1% | +105.0% |
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