+199.6%
AMGN vs VLO
+933.4%
-733.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -13.9% | +4.0% | -17.9% | -14.3% |
| 30D | -7.1% | +19.0% | -26.1% | -9.1% |
| 3M | +13.9% | +50.0% | -36.1% | +8.2% |
| 6M | +3.2% | +79.1% | -75.9% | -4.5% |
| YTD | +19.2% | +140.3% | -121.0% | +5.9% |
| 1Y | +41.1% | +148.3% | -107.2% | +24.4% |
| 3Y | +61.3% | +194.6% | -133.3% | +37.0% |
| 5Y | +109.1% | +609.6% | -500.5% | +51.4% |
| All | +199.6% | +933.4% | -733.9% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling