+743.6%
VLO vs AMT
+116.9%
+626.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -6.5% | +0.4% | -6.8% | -6.6% |
| 30D | -17.8% | +3.7% | -21.5% | -18.4% |
| 3M | +19.6% | +10.7% | +8.9% | +16.7% |
| 6M | +49.3% | +9.3% | +40.0% | +45.6% |
| YTD | +122.4% | +10.9% | +111.4% | +114.9% |
| 1Y | +107.4% | +10.5% | +96.9% | +100.6% |
| 3Y | +223.1% | +15.5% | +207.5% | +198.1% |
| 5Y | +432.2% | -20.6% | +452.8% | +444.7% |
| 10Y | +743.6% | +124.5% | +619.1% | +566.5% |
| All | +743.6% | +116.9% | +626.8% | +566.5% |
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