+141.1%
VLO vs AMDL
+145.7%
-4.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.8% | +2.6% |
| 7D | +6.8% | +103.5% | -96.8% | +3.5% |
| 30D | -17.9% | -18.3% | +0.5% | -18.0% |
| 3M | +13.5% | +20.1% | -6.5% | +11.1% |
| 6M | +53.0% | +15.9% | +37.1% | +47.5% |
| YTD | +133.7% | +303.0% | -169.3% | +102.3% |
| 1Y | +115.7% | +164.0% | -48.3% | +92.7% |
| All | +141.1% | +145.7% | -4.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling