+4,422.7%
VLO vs ALNY
+4,129.5%
+293.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -3.5% | +9.8% | +6.8% |
| 30D | +23.5% | +18.9% | +4.6% | +20.4% |
| 3M | +53.9% | -13.3% | +67.2% | +54.9% |
| 6M | +81.7% | -20.3% | +101.9% | +84.4% |
| YTD | +142.5% | -35.1% | +177.6% | +153.2% |
| 1Y | +145.4% | -46.5% | +191.9% | +163.0% |
| 3Y | +197.3% | +28.1% | +169.2% | +171.1% |
| 5Y | +614.6% | +36.1% | +578.5% | +514.7% |
| 10Y | +938.9% | +269.7% | +669.2% | +564.5% |
| All | +4,422.7% | +4,129.5% | +293.2% | +1,567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling