+137,736.4%
AMAT vs VLO
+35,889.1%
+101,847.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +5.2% | -6.7% | -3.0% |
| 30D | -14.8% | +22.6% | -37.4% | -19.9% |
| 3M | -9.3% | +43.8% | -53.0% | -18.7% |
| 6M | +27.4% | +65.7% | -38.4% | +8.2% |
| YTD | +77.6% | +131.1% | -53.5% | +35.9% |
| 1Y | +188.9% | +143.6% | +45.3% | +117.3% |
| 3Y | +202.3% | +201.4% | +0.9% | +109.2% |
| 5Y | +248.9% | +568.9% | -320.0% | +84.5% |
| 10Y | +1,585.2% | +891.8% | +693.4% | +650.9% |
| All | +137,736.4% | +35,889.1% | +101,847.3% | +17,971.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling