-32.3%
AMT vs XOP
+156.8%
-189.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +1.8% | +16.5% | -14.7% | +0.5% |
| 3M | -6.2% | +15.7% | -21.9% | -7.4% |
| 6M | -5.0% | +19.2% | -24.2% | -6.7% |
| YTD | +2.1% | +55.0% | -52.9% | -2.4% |
| 1Y | -5.7% | +54.2% | -59.9% | -9.9% |
| 3Y | +7.9% | +35.9% | -27.9% | +3.7% |
| 5Y | -32.3% | +162.4% | -194.7% | -37.0% |
| All | -32.3% | +156.8% | -189.1% | -37.0% |
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 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