+59.3%
AMAT vs XOP
+37.2%
+22.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.7% |
| 7D | -2.5% | -8.4% | +5.9% | -4.3% |
| 30D | -26.5% | -8.4% | -18.2% | -27.7% |
| 3M | -28.6% | +0.2% | -28.7% | -27.8% |
| 6M | -14.2% | +7.2% | -21.5% | -11.0% |
| YTD | +45.5% | +40.8% | +4.7% | +54.3% |
| 1Y | +59.3% | +36.3% | +23.1% | +71.7% |
| All | +59.3% | +37.2% | +22.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling