+1,315.3%
AMAT vs VLO
+791.1%
+524.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +10.4% |
| 7D | -1.1% | -6.5% | +5.4% | +1.4% |
| 30D | -26.9% | -17.8% | -9.2% | -22.2% |
| 3M | -31.2% | +19.6% | -50.8% | -36.0% |
| 6M | -14.7% | +49.3% | -64.0% | -26.9% |
| YTD | +44.7% | +122.4% | -77.7% | +5.0% |
| 1Y | +62.0% | +107.4% | -45.5% | +20.5% |
| 3Y | +165.0% | +223.1% | -58.1% | +62.5% |
| 5Y | +147.1% | +432.2% | -285.1% | +18.3% |
| 10Y | +1,315.3% | +743.6% | +571.6% | +438.5% |
| All | +1,315.3% | +791.1% | +524.2% | +438.5% |
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