+63.6%
AMGN vs XOP
+35.8%
+27.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -11.6% | +1.0% | -12.6% | -11.7% |
| 30D | -5.7% | +10.8% | -16.5% | -6.7% |
| 3M | +14.2% | +19.5% | -5.2% | +11.9% |
| 6M | +5.2% | +21.6% | -16.4% | +2.1% |
| YTD | +22.0% | +55.8% | -33.8% | +13.2% |
| 1Y | +43.6% | +54.6% | -11.0% | +33.3% |
| All | +63.6% | +35.8% | +27.8% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling