+768.4%
VLO vs AMT
+113.8%
+654.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.8% |
| 7D | -13.3% | +0.5% | -13.9% | -13.5% |
| 30D | -18.3% | +13.6% | -31.9% | -20.5% |
| 3M | +14.3% | +11.5% | +2.9% | +11.6% |
| 6M | +47.6% | +6.9% | +40.7% | +44.8% |
| YTD | +116.0% | +10.8% | +105.1% | +109.0% |
| 1Y | +101.0% | +10.3% | +90.7% | +94.7% |
| 3Y | +199.0% | +12.4% | +186.6% | +178.9% |
| 5Y | +419.0% | -20.1% | +439.1% | +429.4% |
| All | +768.4% | +113.8% | +654.7% | +660.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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