+400.4%
ALAB vs VLO
+137.9%
+262.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.7% |
| 7D | +7.2% | +5.2% | +2.0% | +5.8% |
| 30D | -2.5% | +22.6% | -25.1% | -7.9% |
| 3M | -13.3% | +43.8% | -57.1% | -21.7% |
| 6M | +172.8% | +65.7% | +107.1% | +132.4% |
| YTD | +86.6% | +131.1% | -44.5% | +40.2% |
| 1Y | +65.2% | +143.6% | -78.5% | +20.8% |
| All | +400.4% | +137.9% | +262.5% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling