+528.8%
APP vs XOM
+252.1%
+276.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.8% |
| 7D | +79.2% | -8.3% | +87.5% | +80.3% |
| 30D | +48.0% | -2.5% | +50.5% | +47.7% |
| 3M | +18.2% | +8.3% | +9.9% | +16.1% |
| 6M | -12.5% | +15.5% | -28.0% | -15.5% |
| YTD | -39.2% | +39.6% | -78.8% | -44.0% |
| 1Y | -33.9% | +44.6% | -78.5% | -39.8% |
| 3Y | +933.3% | +76.6% | +856.7% | +790.5% |
| 5Y | +295.9% | +195.8% | +100.1% | +214.1% |
| All | +528.8% | +252.1% | +276.8% | +368.9% |
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