-2.1%
AMD vs XOM
+15.1%
-17.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +11.2% |
| 7D | -11.0% | -11.4% | +0.4% | -18.5% |
| 30D | -30.5% | +1.1% | -31.6% | -28.7% |
| 3M | -8.2% | +7.8% | -16.0% | -0.5% |
| All | -2.1% | +15.1% | -17.2% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling