+33,533.0%
VLO vs ADM
+1,561.3%
+31,971.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -13.3% | -9.0% | -4.3% | -10.0% |
| 30D | -18.3% | -14.0% | -4.3% | -13.2% |
| 3M | +14.3% | -9.2% | +23.5% | +18.7% |
| 6M | +47.6% | -9.2% | +56.8% | +53.2% |
| YTD | +116.0% | +24.2% | +91.8% | +96.6% |
| 1Y | +101.0% | +27.0% | +74.0% | +81.2% |
| 3Y | +199.0% | +6.6% | +192.4% | +179.7% |
| 5Y | +419.0% | +25.0% | +394.1% | +355.8% |
| 10Y | +778.2% | +100.2% | +677.9% | +551.3% |
| All | +33,533.0% | +1,561.3% | +31,971.7% | +14,502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling