+806.7%
AMGN vs XOP
+86.0%
+720.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.4% |
| 7D | -10.3% | +0.6% | -10.9% | -10.4% |
| 30D | -3.8% | +16.5% | -20.3% | -6.7% |
| 3M | +14.4% | +15.7% | -1.3% | +10.7% |
| 6M | +7.8% | +19.2% | -11.4% | +3.3% |
| YTD | +22.6% | +55.0% | -32.4% | +11.1% |
| 1Y | +44.2% | +54.2% | -10.0% | +30.5% |
| 3Y | +65.8% | +35.9% | +29.9% | +52.0% |
| 5Y | +108.0% | +162.4% | -54.4% | +59.3% |
| 10Y | +209.9% | +50.2% | +159.7% | +143.2% |
| All | +806.7% | +86.0% | +720.7% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling