+1,362.0%
AMAT vs VLO
+779.3%
+582.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.6% |
| 7D | +19.3% | +6.8% | +12.6% | +16.7% |
| 30D | -17.9% | -17.9% | -0.1% | -12.5% |
| 3M | -30.4% | +13.5% | -44.0% | -34.0% |
| 6M | -11.4% | +53.0% | -64.5% | -24.8% |
| YTD | +48.8% | +133.7% | -85.0% | +6.1% |
| 1Y | +66.0% | +115.7% | -49.6% | +21.9% |
| 3Y | +158.8% | +231.9% | -73.1% | +57.2% |
| 5Y | +153.2% | +471.6% | -318.4% | +17.9% |
| All | +1,362.0% | +779.3% | +582.7% | +436.7% |
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 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