+778.9%
VLO vs ADM
+127.5%
+651.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +6.8% | +0.7% | +6.0% | +6.3% |
| 30D | -17.9% | -14.7% | -3.2% | -9.1% |
| 3M | +13.5% | -10.4% | +24.0% | +21.4% |
| 6M | +53.0% | -10.9% | +64.0% | +63.9% |
| YTD | +133.7% | +26.0% | +107.7% | +97.8% |
| 1Y | +115.7% | +26.5% | +89.2% | +81.7% |
| 3Y | +231.9% | +8.2% | +223.7% | +191.2% |
| 5Y | +471.6% | +24.0% | +447.6% | +329.1% |
| All | +778.9% | +127.5% | +651.3% | +324.1% |
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