+471.6%
VLO vs AMT
-18.7%
+490.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +6.8% | -2.2% | +8.9% | +6.8% |
| 30D | -17.9% | +5.8% | -23.6% | -17.9% |
| 3M | +13.5% | +12.6% | +1.0% | +13.4% |
| 6M | +53.0% | +8.3% | +44.7% | +52.9% |
| YTD | +133.7% | +11.4% | +122.3% | +132.9% |
| 1Y | +115.7% | +7.7% | +107.9% | +115.2% |
| 3Y | +231.9% | +14.8% | +217.1% | +223.0% |
| 5Y | +471.6% | -18.0% | +489.5% | +474.8% |
| All | +471.6% | -18.7% | +490.2% | +474.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling