+137,736.4%
AMAT vs XOM
+4,272.5%
+133,464.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -14.8% | +5.9% | -20.6% | -17.2% |
| 3M | -9.3% | +5.6% | -14.8% | -12.3% |
| 6M | +27.4% | +7.9% | +19.5% | +20.2% |
| YTD | +77.6% | +35.2% | +42.4% | +50.1% |
| 1Y | +188.9% | +46.0% | +143.0% | +134.4% |
| 3Y | +202.3% | +55.0% | +147.3% | +133.8% |
| 5Y | +248.9% | +246.3% | +2.6% | +76.1% |
| 10Y | +1,585.2% | +181.0% | +1,404.2% | +797.7% |
| All | +137,736.4% | +4,272.5% | +133,464.0% | +27,747.9% |
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