+1,162.1%
AMAT vs VLO
+770.2%
+391.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -14.7% | -13.3% | -1.4% | -10.4% |
| 30D | -36.1% | -18.3% | -17.8% | -31.9% |
| 3M | -36.9% | +14.3% | -51.2% | -40.4% |
| 6M | -22.2% | +47.6% | -69.8% | -33.1% |
| YTD | +29.9% | +116.0% | -86.0% | -4.7% |
| 1Y | +43.3% | +101.0% | -57.7% | +7.8% |
| 3Y | +142.7% | +199.0% | -56.4% | +53.2% |
| 5Y | +126.2% | +419.0% | -292.8% | +9.6% |
| All | +1,162.1% | +770.2% | +391.9% | +408.5% |
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