+391.7%
APP vs XOM
+240.8%
+150.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.6% |
| 30D | -23.3% | +5.9% | -29.1% | -24.0% |
| 3M | -42.6% | +5.6% | -48.2% | -43.2% |
| 6M | -33.6% | +7.9% | -41.5% | -34.9% |
| YTD | -52.4% | +35.2% | -87.6% | -55.8% |
| 1Y | -35.9% | +46.0% | -81.9% | -41.7% |
| 3Y | +642.2% | +55.0% | +587.2% | +559.2% |
| 5Y | +311.1% | +246.3% | +64.8% | +217.1% |
| All | +391.7% | +240.8% | +150.8% | +270.5% |
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