+11,477.5%
AMD vs XOM
+4,272.5%
+7,205.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.4% |
| 7D | +2.6% | +1.8% | +0.8% | +1.7% |
| 30D | -0.9% | +5.9% | -6.8% | -3.8% |
| 3M | -8.7% | +5.6% | -14.3% | -11.8% |
| 6M | +136.3% | +7.9% | +128.5% | +122.0% |
| YTD | +123.0% | +35.2% | +87.8% | +87.1% |
| 1Y | +195.2% | +46.0% | +149.2% | +138.1% |
| 3Y | +336.3% | +55.0% | +281.3% | +235.5% |
| 5Y | +334.5% | +246.3% | +88.2% | +115.5% |
| 10Y | +6,259.1% | +181.0% | +6,078.1% | +3,184.6% |
| All | +11,477.5% | +4,272.5% | +7,205.0% | +1,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling