+292.6%
APP vs VLO
+412.5%
-119.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.2% | +10.0% |
| 7D | +71.2% | -13.3% | +84.5% | +74.0% |
| 30D | +39.1% | -18.3% | +57.4% | +42.2% |
| 3M | +16.5% | +14.3% | +2.2% | +12.2% |
| 6M | -16.6% | +47.6% | -64.2% | -23.8% |
| YTD | -41.9% | +116.0% | -157.9% | -51.6% |
| 1Y | -37.0% | +101.0% | -138.0% | -46.7% |
| 3Y | +892.4% | +199.0% | +693.4% | +657.8% |
| All | +292.6% | +412.5% | -119.9% | +174.6% |
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