+924.9%
VLO vs AMP
+589.3%
+335.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | +18.2% | -1.3% | +19.6% | +19.1% |
| 3M | +53.3% | +24.2% | +29.1% | +33.4% |
| 6M | +70.4% | +24.6% | +45.9% | +46.8% |
| YTD | +143.4% | +14.8% | +128.6% | +118.8% |
| 1Y | +153.0% | +12.8% | +140.2% | +129.2% |
| 3Y | +195.0% | +69.0% | +126.0% | +102.3% |
| 5Y | +618.8% | +124.9% | +493.9% | +291.0% |
| All | +924.9% | +589.3% | +335.6% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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