+325.7%
AMGN vs VLO
+790.8%
-465.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.1% | +9.6% | -8.5% | +0.1% |
| 30D | +9.3% | -17.4% | +26.7% | +11.4% |
| 3M | +12.1% | +10.8% | +1.3% | +10.3% |
| 6M | +40.3% | +56.9% | -16.7% | +32.1% |
| YTD | +45.2% | +136.8% | -91.6% | +29.0% |
| 1Y | +42.4% | +120.7% | -78.2% | +27.6% |
| 3Y | +91.0% | +231.9% | -140.9% | +59.9% |
| 5Y | +157.4% | +479.0% | -321.6% | +93.7% |
| All | +325.7% | +790.8% | -465.1% | +201.9% |
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 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