+973.9%
AMGN vs XOP
+78.0%
+895.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.1% | +6.3% | -5.2% | -0.1% |
| 30D | +9.3% | -6.6% | +15.9% | +10.6% |
| 3M | +12.1% | +3.6% | +8.5% | +10.9% |
| 6M | +40.3% | +10.8% | +29.5% | +36.4% |
| YTD | +45.2% | +48.3% | -3.1% | +32.2% |
| 1Y | +42.4% | +42.9% | -0.5% | +30.6% |
| 3Y | +91.0% | +43.3% | +47.7% | +72.7% |
| 5Y | +157.4% | +94.0% | +63.4% | +110.6% |
| 10Y | +321.0% | +53.7% | +267.3% | +226.6% |
| All | +973.9% | +78.0% | +895.9% | +572.7% |
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