+396.9%
APP vs XOM
+254.8%
+142.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.6% | +2.9% |
| 7D | +1.1% | +4.1% | -3.0% | +0.5% |
| 30D | +6.6% | +4.6% | +2.1% | +5.9% |
| 3M | -32.3% | +14.0% | -46.3% | -33.9% |
| 6M | -29.8% | +11.0% | -40.8% | -31.3% |
| YTD | -51.9% | +40.7% | -92.6% | -55.6% |
| 1Y | -43.3% | +52.3% | -95.6% | -48.7% |
| 3Y | +664.1% | +60.5% | +603.6% | +575.9% |
| 5Y | +318.7% | +266.4% | +52.2% | +219.8% |
| All | +396.9% | +254.8% | +142.1% | +272.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling