+147.1%
AMAT vs VLO
+476.5%
-329.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | +11.4% | +9.6% | +1.7% | +8.8% |
| 30D | -17.0% | -17.4% | +0.3% | -13.2% |
| 3M | -30.6% | +10.8% | -41.4% | -32.9% |
| 6M | -14.9% | +56.9% | -71.9% | -25.3% |
| YTD | +44.7% | +136.8% | -92.1% | +10.3% |
| 1Y | +66.9% | +120.7% | -53.8% | +29.9% |
| 3Y | +153.3% | +231.9% | -78.6% | +69.3% |
| All | +147.1% | +476.5% | -329.4% | +34.6% |
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