+1,425.2%
AMAT vs VLO
+749.3%
+675.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.3% | +4.8% |
| 7D | +7.0% | -0.4% | +7.4% | +7.4% |
| 30D | -20.6% | -16.6% | -4.0% | -15.8% |
| 3M | -24.8% | +12.3% | -37.0% | -28.3% |
| 6M | -10.7% | +47.8% | -58.6% | -23.2% |
| YTD | +54.3% | +126.7% | -72.4% | +11.3% |
| 1Y | +73.7% | +105.4% | -31.6% | +29.8% |
| 3Y | +168.4% | +222.0% | -53.6% | +64.8% |
| 5Y | +167.6% | +449.8% | -282.3% | +26.4% |
| 10Y | +1,425.2% | +754.3% | +670.9% | +465.4% |
| All | +1,425.2% | +749.3% | +675.9% | +465.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling