+8,378.1%
AMD vs XOM
+193.3%
+8,184.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | +10.4% | +1.9% | +8.5% | +9.8% |
| 30D | +6.2% | +4.1% | +2.1% | +4.8% |
| 3M | +11.3% | +10.4% | +0.9% | +7.4% |
| 6M | +147.8% | +13.0% | +134.8% | +133.9% |
| YTD | +135.2% | +40.1% | +95.1% | +104.3% |
| 1Y | +215.7% | +51.1% | +164.5% | +166.0% |
| 3Y | +374.7% | +57.7% | +317.0% | +289.6% |
| 5Y | +378.7% | +264.7% | +114.0% | +174.3% |
| All | +8,378.1% | +193.3% | +8,184.8% | +5,632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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