+35,889.1%
VLO vs APD
+6,115.6%
+29,773.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +5.2% | -2.2% | +7.4% | +6.3% |
| 30D | +22.6% | +2.1% | +20.5% | +21.4% |
| 3M | +43.8% | +7.2% | +36.6% | +38.4% |
| 6M | +65.7% | +11.2% | +54.5% | +56.6% |
| YTD | +131.1% | +24.4% | +106.7% | +106.7% |
| 1Y | +143.6% | +6.7% | +137.0% | +132.0% |
| 3Y | +201.4% | +9.2% | +192.1% | +175.7% |
| 5Y | +568.9% | +27.4% | +541.5% | +456.5% |
| 10Y | +891.8% | +164.8% | +727.0% | +494.5% |
| All | +35,889.1% | +6,115.6% | +29,773.4% | +9,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling