+924.9%
VLO vs AMCR
+14.6%
+910.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +5.3% | -6.3% | +11.6% | +8.4% |
| 30D | +18.2% | -7.8% | +26.0% | +22.4% |
| 3M | +53.3% | +7.5% | +45.8% | +46.2% |
| 6M | +70.4% | +2.7% | +67.7% | +62.3% |
| YTD | +143.4% | +6.0% | +137.3% | +126.1% |
| 1Y | +153.0% | +7.8% | +145.2% | +132.0% |
| 3Y | +195.0% | +5.8% | +189.2% | +164.2% |
| 5Y | +618.8% | -11.6% | +630.4% | +602.7% |
| All | +924.9% | +14.6% | +910.3% | +690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling