+7,228.2%
AMD vs CVX
+203.1%
+7,025.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.9% | +14.1% | +13.6% |
| 7D | +8.9% | -7.5% | +16.4% | +12.0% |
| 30D | -16.4% | -0.6% | -15.8% | -16.4% |
| 3M | +5.2% | +14.0% | -8.8% | -0.4% |
| 6M | +11.7% | +18.1% | -6.4% | +3.3% |
| YTD | +137.5% | +42.2% | +95.3% | +99.4% |
| 1Y | +117.8% | +41.3% | +76.4% | +83.1% |
| 3Y | +348.1% | +68.3% | +279.8% | +246.9% |
| 5Y | +241.5% | +122.0% | +119.5% | +128.7% |
| 10Y | +7,228.2% | +198.6% | +7,029.7% | +5,193.8% |
| All | +7,228.2% | +203.1% | +7,025.2% | +5,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 10y: compounded portfolio wealth divided by compounded CVX 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…
10y analysis · Full analysis span regression · 6 months rolling