+420.0%
VLO vs ABCL
-21.8%
+441.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.7% |
| 7D | -13.3% | -3.2% | -10.1% | -13.2% |
| 30D | -18.3% | -7.4% | -10.9% | -18.1% |
| 3M | +14.3% | +81.9% | -67.6% | +9.4% |
| 6M | +47.6% | +135.7% | -88.1% | +38.1% |
| YTD | +116.0% | +247.4% | -131.4% | +94.8% |
| 1Y | +101.0% | +162.3% | -61.2% | +84.9% |
| 3Y | +199.0% | +165.5% | +33.5% | +163.2% |
| All | +420.0% | -21.8% | +441.8% | +386.9% |
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