+153.0%
VLO vs ALNY
-47.6%
+200.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +5.3% | -6.5% | +11.9% | +4.8% |
| 30D | +18.2% | +11.0% | +7.2% | +19.3% |
| 3M | +53.3% | -14.1% | +67.4% | +52.6% |
| 6M | +70.4% | -22.4% | +92.8% | +70.0% |
| YTD | +143.4% | -37.5% | +180.8% | +145.7% |
| 1Y | +153.0% | -46.9% | +199.9% | +160.3% |
| All | +153.0% | -47.6% | +200.6% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling