+35,889.1%
VLO vs ADM
+1,908.9%
+33,980.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +3.8% | +1.4% | +3.6% |
| 30D | +22.6% | +9.8% | +12.8% | +17.9% |
| 3M | +43.8% | +2.1% | +41.6% | +42.5% |
| 6M | +65.7% | +27.5% | +38.2% | +49.8% |
| YTD | +131.1% | +50.2% | +80.9% | +94.9% |
| 1Y | +143.6% | +40.6% | +103.0% | +110.2% |
| 3Y | +201.4% | +17.2% | +184.1% | +171.5% |
| 5Y | +568.9% | +61.9% | +507.0% | +429.2% |
| 10Y | +891.8% | +159.3% | +732.5% | +564.6% |
| All | +35,889.1% | +1,908.9% | +33,980.2% | +14,371.2% |
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