+1,315.3%
AMAT vs XOM
+199.2%
+1,116.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.7% |
| 7D | -1.1% | -8.3% | +7.3% | +2.6% |
| 30D | -26.9% | -2.5% | -24.4% | -26.3% |
| 3M | -31.2% | +8.3% | -39.5% | -33.9% |
| 6M | -14.7% | +15.5% | -30.2% | -21.2% |
| YTD | +44.7% | +39.6% | +5.1% | +20.1% |
| 1Y | +62.0% | +44.6% | +17.3% | +31.8% |
| 3Y | +165.0% | +76.6% | +88.4% | +91.6% |
| 5Y | +147.1% | +195.8% | -48.7% | +27.0% |
| 10Y | +1,315.3% | +191.6% | +1,123.7% | +553.6% |
| All | +1,315.3% | +199.2% | +1,116.0% | +553.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 10y: compounded portfolio wealth divided by compounded XOM 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…
10y analysis · Full analysis span regression · 6 months rolling