+132.8%
AMAT vs VLO
+198.6%
-65.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -12.7% |
| 7D | -24.3% | -8.7% | -15.6% | -22.7% |
| 30D | -39.8% | -16.2% | -23.6% | -37.6% |
| 3M | -40.2% | +16.2% | -56.3% | -42.8% |
| 6M | -22.1% | +39.8% | -61.9% | -29.2% |
| YTD | +24.7% | +119.0% | -94.3% | -4.1% |
| 1Y | +33.3% | +110.8% | -77.6% | +3.8% |
| All | +132.8% | +198.6% | -65.8% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling