-40.2%
AMAT vs VLO
+11.5%
-51.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -13.3% |
| 7D | -24.3% | -8.7% | -15.6% | -23.9% |
| 30D | -39.8% | -16.2% | -23.6% | -39.5% |
| 3M | -40.2% | +16.2% | -56.3% | -40.5% |
| All | -40.2% | +11.5% | -51.7% | -40.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling