+446.2%
APP vs VLO
+486.6%
-40.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +34.9% | +31.5% |
| 7D | +39.7% | -8.7% | +48.4% | +40.9% |
| 30D | +27.7% | -16.2% | +44.0% | +30.2% |
| 3M | -14.8% | +16.2% | -30.9% | -18.0% |
| 6M | -25.5% | +39.8% | -65.3% | -31.0% |
| YTD | -47.2% | +119.0% | -166.1% | -55.7% |
| 1Y | -42.3% | +110.8% | -153.1% | -51.3% |
| 3Y | +806.8% | +201.7% | +605.1% | +600.3% |
| 5Y | +261.6% | +426.2% | -164.6% | +158.3% |
| All | +446.2% | +486.6% | -40.4% | +277.4% |
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