+6,882.0%
AMD vs CVX
+209.5%
+6,672.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.2% |
| 7D | +2.6% | +3.3% | -0.8% | +1.3% |
| 30D | -0.9% | +12.9% | -13.8% | -5.5% |
| 3M | -8.7% | +11.7% | -20.4% | -13.1% |
| 6M | +136.3% | +14.1% | +122.2% | +119.9% |
| YTD | +123.0% | +40.7% | +82.3% | +88.6% |
| 1Y | +195.2% | +37.5% | +157.7% | +151.7% |
| 3Y | +336.3% | +43.9% | +292.4% | +260.0% |
| 5Y | +334.5% | +161.5% | +173.0% | +170.4% |
| All | +6,882.0% | +209.5% | +6,672.5% | +4,113.2% |
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