+126.7%
AMAT vs XOP
+76.5%
+50.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -14.7% | 0.0% | -9.5% |
| 30D | -36.1% | -7.7% | -28.4% | -34.3% |
| 3M | -36.9% | +4.4% | -41.3% | -38.3% |
| 6M | -22.2% | +3.5% | -25.7% | -24.2% |
| YTD | +29.9% | +39.4% | -9.5% | +8.4% |
| 1Y | +43.3% | +39.8% | +3.5% | +19.0% |
| 3Y | +142.7% | +29.7% | +113.0% | +104.6% |
| All | +126.7% | +76.5% | +50.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling