+2,658.6%
AMAT vs XOP
+67.4%
+2,591.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -14.7% | 0.0% | -9.1% |
| 30D | -36.1% | -7.7% | -28.4% | -34.2% |
| 3M | -36.9% | +4.4% | -41.3% | -38.3% |
| 6M | -22.2% | +3.5% | -25.7% | -24.3% |
| YTD | +29.9% | +39.4% | -9.5% | +10.2% |
| 1Y | +43.3% | +39.8% | +3.5% | +21.1% |
| 3Y | +142.7% | +29.7% | +113.0% | +109.6% |
| 5Y | +126.2% | +78.6% | +47.6% | +66.1% |
| 10Y | +1,211.7% | +51.8% | +1,159.9% | +777.8% |
| All | +2,658.6% | +67.4% | +2,591.2% | +1,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling