+195.5%
VLO vs ADM
+20.7%
+174.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +3.8% | +1.4% | +3.8% |
| 30D | +22.6% | +9.8% | +12.8% | +18.6% |
| 3M | +43.8% | +2.1% | +41.6% | +42.4% |
| 6M | +65.7% | +27.5% | +38.2% | +53.0% |
| YTD | +131.1% | +50.2% | +80.9% | +102.3% |
| 1Y | +143.6% | +40.6% | +103.0% | +117.1% |
| All | +195.5% | +20.7% | +174.8% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling