+153.3%
AMAT vs XOM
+80.9%
+72.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +11.4% | +2.8% | +8.5% | +11.3% |
| 30D | -17.0% | -3.6% | -13.4% | -17.0% |
| 3M | -30.6% | +8.2% | -38.9% | -30.6% |
| 6M | -14.9% | +14.0% | -29.0% | -14.9% |
| YTD | +44.7% | +44.6% | +0.1% | +34.5% |
| 1Y | +66.9% | +47.8% | +19.1% | +54.1% |
| 3Y | +153.3% | +79.6% | +73.7% | +130.8% |
| All | +153.3% | +80.9% | +72.4% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling