+743.6%
VLO vs ADM
+100.2%
+643.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -6.5% | -7.8% | +1.3% | -1.8% |
| 30D | -17.8% | -12.6% | -5.2% | -10.5% |
| 3M | +19.6% | -8.2% | +27.8% | +25.8% |
| 6M | +49.3% | -8.9% | +58.2% | +57.4% |
| YTD | +122.4% | +24.0% | +98.4% | +90.5% |
| 1Y | +107.4% | +26.2% | +81.3% | +75.2% |
| 3Y | +223.1% | +7.0% | +216.1% | +185.7% |
| 5Y | +432.2% | +24.9% | +407.4% | +298.1% |
| 10Y | +743.6% | +102.6% | +641.0% | +307.5% |
| All | +743.6% | +100.2% | +643.4% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling