+28.9%
APA vs VLTO
+54.1%
-25.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -15.6% | +12.0% | -27.6% | -18.2% |
| 30D | -0.9% | +20.8% | -21.7% | -5.9% |
| 3M | +26.1% | +20.1% | +6.0% | +19.8% |
| 6M | +6.1% | +32.6% | -26.5% | -2.5% |
| YTD | +82.8% | +17.3% | +65.5% | +75.2% |
| 1Y | +106.5% | +17.3% | +89.2% | +97.3% |
| 3Y | +21.9% | +66.9% | -45.0% | +11.2% |
| All | +28.9% | +54.1% | -25.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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