+420.0%
VLO vs APD
+11.0%
+409.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -13.3% | -3.7% | -9.7% | -12.4% |
| 30D | -18.3% | +9.6% | -27.9% | -20.4% |
| 3M | +14.3% | +1.6% | +12.7% | +13.7% |
| 6M | +47.6% | +2.2% | +45.5% | +46.1% |
| YTD | +116.0% | +25.9% | +90.1% | +100.2% |
| 1Y | +101.0% | +20.1% | +80.9% | +88.5% |
| 3Y | +199.0% | +12.4% | +186.6% | +185.6% |
| All | +420.0% | +11.0% | +409.0% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling