+430.2%
VLO vs ABCL
-12.4%
+442.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -9.5% | +2.3% | -11.8% | -9.7% |
| 30D | -19.1% | -0.7% | -18.5% | -19.3% |
| 3M | +11.4% | +33.4% | -22.1% | +8.8% |
| 6M | +46.7% | +137.8% | -91.0% | +37.3% |
| YTD | +118.6% | +264.3% | -145.7% | +96.7% |
| 1Y | +99.9% | +209.2% | -109.3% | +82.0% |
| 3Y | +210.5% | +208.4% | +2.1% | +170.4% |
| All | +430.2% | -12.4% | +442.6% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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