+167.6%
AMAT vs XOP
+90.1%
+77.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.4% | +5.1% |
| 7D | +7.0% | +0.5% | +6.5% | +7.0% |
| 30D | -20.6% | -7.3% | -13.3% | -18.4% |
| 3M | -24.8% | +1.4% | -26.1% | -25.5% |
| 6M | -10.7% | +7.8% | -18.5% | -14.3% |
| YTD | +54.3% | +44.5% | +9.8% | +27.1% |
| 1Y | +73.7% | +37.0% | +36.7% | +46.5% |
| 3Y | +168.4% | +40.8% | +127.6% | +119.4% |
| 5Y | +167.6% | +88.7% | +78.9% | +86.5% |
| All | +167.6% | +90.1% | +77.5% | +86.5% |
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