+803.2%
APP vs VLO
+213.9%
+589.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.4% |
| 7D | +61.1% | -9.5% | +70.6% | +62.5% |
| 30D | +42.8% | -19.1% | +61.9% | +46.0% |
| 3M | +16.7% | +11.4% | +5.3% | +12.3% |
| 6M | -15.6% | +46.7% | -62.3% | -24.0% |
| YTD | -41.3% | +118.6% | -159.9% | -53.8% |
| 1Y | -39.3% | +99.9% | -139.2% | -50.8% |
| 3Y | +803.2% | +210.5% | +592.7% | +489.7% |
| All | +803.2% | +213.9% | +589.3% | +489.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling