+76.0%
AMZN vs XOM
+56.9%
+19.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.7% | +1.9% | -4.6% | -2.6% |
| 30D | -7.5% | +4.1% | -11.6% | -7.3% |
| 3M | +5.8% | +10.4% | -4.6% | +6.3% |
| 6M | +17.5% | +13.0% | +4.5% | +17.3% |
| YTD | +9.1% | +40.1% | -30.9% | +6.0% |
| 1Y | +9.4% | +51.1% | -41.8% | +5.0% |
| All | +76.0% | +56.9% | +19.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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