+1,362.0%
AMAT vs XOM
+203.9%
+1,158.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.3% |
| 7D | +19.3% | +2.7% | +16.6% | +18.0% |
| 30D | -17.9% | -2.5% | -15.5% | -17.2% |
| 3M | -30.4% | +7.0% | -37.4% | -32.7% |
| 6M | -11.4% | +14.2% | -25.7% | -17.7% |
| YTD | +48.8% | +43.9% | +4.8% | +21.9% |
| 1Y | +66.0% | +47.9% | +18.1% | +33.9% |
| 3Y | +158.8% | +80.6% | +78.2% | +85.4% |
| 5Y | +153.2% | +212.8% | -59.6% | +26.3% |
| All | +1,362.0% | +203.9% | +1,158.1% | +571.5% |
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