+100,756.0%
AMAT vs XOM
+4,447.9%
+96,308.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -14.7% | -11.4% | -3.3% | -9.9% |
| 30D | -36.1% | +1.1% | -37.2% | -36.5% |
| 3M | -36.9% | +7.8% | -44.7% | -39.3% |
| 6M | -22.2% | +13.0% | -35.2% | -27.7% |
| YTD | +29.9% | +40.6% | -10.7% | +7.6% |
| 1Y | +43.3% | +49.1% | -5.8% | +15.1% |
| 3Y | +142.7% | +72.9% | +69.8% | +78.7% |
| 5Y | +126.2% | +204.0% | -77.8% | +21.9% |
| 10Y | +1,211.7% | +205.7% | +1,006.0% | +571.0% |
| All | +100,756.0% | +4,447.9% | +96,308.1% | +19,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling