+473.2%
VLO vs APD
+16.4%
+456.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | +3.8% | +5.8% | +8.5% |
| 30D | -17.4% | +8.2% | -25.6% | -19.3% |
| 3M | +10.8% | +4.3% | +6.5% | +9.3% |
| 6M | +56.9% | +4.7% | +52.3% | +54.4% |
| YTD | +136.8% | +31.5% | +105.2% | +116.7% |
| 1Y | +120.7% | +23.5% | +97.1% | +105.4% |
| 3Y | +231.9% | +29.1% | +202.8% | +204.2% |
| All | +473.2% | +16.4% | +456.8% | +421.9% |
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