+520.8%
APP vs XOM
+256.3%
+264.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +1.0% | +2.2% |
| 7D | +48.9% | -1.5% | +50.5% | +49.1% |
| 30D | +49.4% | -3.2% | +52.6% | +49.4% |
| 3M | +27.0% | +5.0% | +22.0% | +25.4% |
| 6M | -15.4% | +12.9% | -28.3% | -17.7% |
| YTD | -39.9% | +41.3% | -81.2% | -44.8% |
| 1Y | -32.0% | +43.2% | -75.2% | -37.7% |
| 3Y | +824.3% | +77.3% | +747.0% | +697.2% |
| 5Y | +252.4% | +204.8% | +47.6% | +178.2% |
| All | +520.8% | +256.3% | +264.5% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling