+65.7%
AMGN vs VLO
+120.8%
-55.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.5% | +3.0% |
| 7D | +5.9% | -6.0% | +11.9% | +5.1% |
| 30D | +18.7% | -12.9% | +31.6% | +16.8% |
| 3M | +23.4% | +18.3% | +5.1% | +25.1% |
| 6M | +49.7% | +46.4% | +3.3% | +54.0% |
| YTD | +49.2% | +127.7% | -78.6% | +54.2% |
| 1Y | +65.7% | +120.6% | -54.9% | +72.1% |
| All | +65.7% | +120.8% | -55.0% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling