+1,249.9%
VLO vs AMP
+2,123.7%
-873.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.0% |
| 30D | +22.6% | -0.1% | +22.7% | +22.6% |
| 3M | +43.8% | +23.6% | +20.2% | +27.7% |
| 6M | +65.7% | +20.4% | +45.4% | +48.3% |
| YTD | +131.1% | +15.4% | +115.7% | +110.2% |
| 1Y | +143.6% | +11.0% | +132.7% | +125.4% |
| 3Y | +201.4% | +70.5% | +130.9% | +118.8% |
| 5Y | +568.9% | +121.4% | +447.5% | +309.4% |
| 10Y | +891.8% | +575.6% | +316.2% | +231.0% |
| All | +1,249.9% | +2,123.7% | -873.8% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling