+126.7%
AMAT vs VLO
+412.5%
-285.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | -14.7% | -13.3% | -1.4% | -11.5% |
| 30D | -36.1% | -18.3% | -17.8% | -33.0% |
| 3M | -36.9% | +14.3% | -51.2% | -39.6% |
| 6M | -22.2% | +47.6% | -69.8% | -30.6% |
| YTD | +29.9% | +116.0% | -86.0% | +1.3% |
| 1Y | +43.3% | +101.0% | -57.7% | +14.1% |
| 3Y | +142.7% | +199.0% | -56.4% | +66.3% |
| All | +126.7% | +412.5% | -285.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling