+227.7%
VLO vs APD
+29.6%
+198.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +6.8% | +2.2% | +4.6% | +6.2% |
| 30D | -17.9% | +9.4% | -27.3% | -19.7% |
| 3M | +13.5% | +4.7% | +8.9% | +12.2% |
| 6M | +53.0% | +5.5% | +47.6% | +50.8% |
| YTD | +133.7% | +31.4% | +102.3% | +115.9% |
| 1Y | +115.7% | +24.1% | +91.6% | +102.2% |
| All | +227.7% | +29.6% | +198.1% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling