+120.6%
VLO vs ADM
+29.8%
+90.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.9% |
| 7D | -6.0% | -8.3% | +2.3% | -2.3% |
| 30D | -12.9% | -14.1% | +1.2% | -6.6% |
| 3M | +18.3% | -10.7% | +29.1% | +24.5% |
| 6M | +46.4% | -5.9% | +52.4% | +50.9% |
| YTD | +127.7% | +25.8% | +102.0% | +115.0% |
| 1Y | +120.6% | +21.3% | +99.3% | +110.6% |
| All | +120.6% | +29.8% | +90.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling