+201.5%
AMD vs XOM
+200.5%
+1.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +11.0% |
| 7D | -11.0% | -11.4% | +0.4% | -9.6% |
| 30D | -30.5% | +1.1% | -31.6% | -30.6% |
| 3M | -8.2% | +7.8% | -16.0% | -9.5% |
| 6M | +6.6% | +13.0% | -6.5% | +3.7% |
| YTD | +109.7% | +40.6% | +69.1% | +88.4% |
| 1Y | +88.9% | +49.1% | +39.8% | +66.5% |
| 3Y | +301.8% | +72.9% | +228.9% | +238.7% |
| All | +201.5% | +200.5% | +1.0% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling