+333.0%
APP vs VLO
+567.8%
-234.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | +5.2% | -4.3% | 0.0% |
| 30D | -23.3% | +22.6% | -45.9% | -26.0% |
| 3M | -42.6% | +43.8% | -86.4% | -46.5% |
| 6M | -33.6% | +65.7% | -99.4% | -40.3% |
| YTD | -52.4% | +131.1% | -183.5% | -60.3% |
| 1Y | -35.9% | +143.6% | -179.5% | -47.2% |
| 3Y | +642.2% | +201.4% | +440.8% | +472.8% |
| All | +333.0% | +567.8% | -234.8% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling