+331.1%
AMD vs VLO
+199.5%
+131.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +5.2% | -2.6% | +1.4% |
| 30D | -0.9% | +22.6% | -23.5% | -5.5% |
| 3M | -8.7% | +43.8% | -52.5% | -16.1% |
| 6M | +136.3% | +65.7% | +70.6% | +105.4% |
| YTD | +123.0% | +131.1% | -8.1% | +71.2% |
| 1Y | +195.2% | +143.6% | +51.5% | +121.2% |
| All | +331.1% | +199.5% | +131.6% | +191.9% |
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