+7.0%
AMT vs XOP
+35.1%
-28.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -0.2% |
| 30D | +4.6% | +15.4% | -10.8% | +4.5% |
| 3M | -8.4% | +12.1% | -20.5% | -8.6% |
| 6M | -6.0% | +19.7% | -25.7% | -6.2% |
| YTD | +2.1% | +52.4% | -50.3% | +1.6% |
| 1Y | -6.4% | +47.6% | -53.9% | -6.8% |
| All | +7.0% | +35.1% | -28.1% | +5.1% |
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