+138.3%
VLO vs AMDL
+95.0%
+43.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.4% |
| 7D | +5.2% | +4.5% | +0.7% | +5.0% |
| 30D | +22.6% | -4.4% | +27.0% | +22.6% |
| 3M | +43.8% | -30.5% | +74.3% | +44.1% |
| 6M | +65.7% | +300.9% | -235.1% | +46.6% |
| YTD | +131.1% | +219.9% | -88.8% | +104.6% |
| 1Y | +143.6% | +374.7% | -231.1% | +101.6% |
| All | +138.3% | +95.0% | +43.3% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling