+900.2%
VLO vs APA
-0.7%
+900.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.4% | +2.6% |
| 7D | +5.8% | -1.7% | +7.5% | +6.5% |
| 30D | +28.3% | +15.7% | +12.6% | +20.9% |
| 3M | +48.7% | +16.5% | +32.3% | +39.1% |
| 6M | +71.9% | +35.1% | +36.8% | +51.4% |
| YTD | +138.7% | +82.2% | +56.4% | +86.1% |
| 1Y | +148.5% | +102.5% | +46.0% | +84.2% |
| 3Y | +192.7% | +10.3% | +182.4% | +163.8% |
| 5Y | +601.6% | +166.1% | +435.5% | +344.5% |
| 10Y | +900.2% | -4.9% | +905.1% | +490.3% |
| All | +900.2% | -0.7% | +900.9% | +490.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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