-20.3%
AMT vs XOP
+76.5%
-96.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | -14.7% | +15.3% | +1.9% |
| 30D | +13.6% | -7.7% | +21.3% | +14.3% |
| 3M | +11.5% | +4.4% | +7.0% | +10.8% |
| 6M | +6.9% | +3.5% | +3.4% | +6.3% |
| YTD | +10.8% | +39.4% | -28.6% | +6.4% |
| 1Y | +10.3% | +39.8% | -29.5% | +5.9% |
| 3Y | +12.4% | +29.7% | -17.2% | +7.6% |
| All | -20.3% | +76.5% | -96.9% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling