+560.5%
VLO vs APD
+27.6%
+533.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +5.2% | -2.2% | +7.4% | +5.9% |
| 30D | +22.6% | +2.1% | +20.5% | +21.8% |
| 3M | +43.8% | +7.2% | +36.6% | +40.4% |
| 6M | +65.7% | +11.2% | +54.5% | +59.9% |
| YTD | +131.1% | +24.4% | +106.7% | +114.9% |
| 1Y | +143.6% | +6.7% | +137.0% | +136.8% |
| 3Y | +201.4% | +9.2% | +192.1% | +190.3% |
| All | +560.5% | +27.6% | +533.0% | +461.6% |
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