+8,844.5%
VLO vs AMT
+1,311.4%
+7,533.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | +4.6% | +18.0% | +21.6% |
| 3M | +43.8% | -8.4% | +52.2% | +45.6% |
| 6M | +65.7% | -6.0% | +71.8% | +66.7% |
| YTD | +131.1% | +2.1% | +129.0% | +128.7% |
| 1Y | +143.6% | -6.4% | +150.0% | +144.5% |
| 3Y | +201.4% | +8.1% | +193.3% | +190.4% |
| 5Y | +568.9% | -31.9% | +600.8% | +590.5% |
| 10Y | +891.8% | +97.1% | +794.7% | +749.3% |
| All | +8,844.5% | +1,311.4% | +7,533.1% | +5,153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling