+61,451.9%
APH vs VLO
+18,557.9%
+42,894.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.3% | -51.1% | -48.6% |
| 7D | -48.7% | +7.0% | -55.7% | -50.0% |
| 30D | -51.9% | +22.6% | -74.5% | -54.8% |
| 3M | -43.6% | +43.8% | -87.3% | -49.3% |
| 6M | -37.5% | +65.7% | -103.3% | -46.5% |
| YTD | -38.6% | +131.1% | -169.7% | -52.2% |
| 1Y | -26.3% | +143.6% | -170.0% | -43.5% |
| 3Y | +89.2% | +201.4% | -112.2% | +33.5% |
| 5Y | +119.8% | +568.9% | -449.1% | +19.6% |
| 10Y | +454.3% | +891.8% | -437.6% | +148.3% |
| All | +61,451.9% | +18,557.9% | +42,894.1% | +13,614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling