-16.1%
AMD vs XOP
+1.4%
-17.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.4% | -17.1% |
| 7D | -28.6% | -12.7% | -15.9% | -29.3% |
| 30D | -37.7% | -7.6% | -30.1% | -36.7% |
| 3M | -16.1% | +5.8% | -21.9% | -9.6% |
| All | -16.1% | +1.4% | -17.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3mo: compounded portfolio wealth divided by compounded XOP 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…
3mo analysis · Full analysis span regression · Available span rolling