+696.9%
AVGO vs XOM
+261.9%
+435.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +1.1% | +4.1% | -2.9% | +0.8% |
| 30D | -13.0% | +4.6% | -17.6% | -13.4% |
| 3M | -6.0% | +14.0% | -19.9% | -7.2% |
| 6M | +6.4% | +11.0% | -4.6% | +4.7% |
| YTD | +5.0% | +40.7% | -35.7% | -0.8% |
| 1Y | +1.4% | +52.3% | -50.9% | -5.6% |
| 3Y | +336.8% | +60.5% | +276.4% | +298.7% |
| All | +696.9% | +261.9% | +435.0% | +527.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling