-32.0%
APP vs VLO
+106.2%
-138.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +3.3% |
| 7D | +48.9% | -0.4% | +49.4% | +49.1% |
| 30D | +49.4% | -16.6% | +66.0% | +46.1% |
| 3M | +27.0% | +12.3% | +14.7% | +27.9% |
| 6M | -15.4% | +47.8% | -63.2% | -13.8% |
| YTD | -39.9% | +126.7% | -166.7% | -41.3% |
| 1Y | -32.0% | +105.4% | -137.3% | -31.3% |
| All | -32.0% | +106.2% | -138.2% | -31.3% |
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