+32,355.3%
AVGO vs XOM
+332.4%
+32,022.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.7% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | -13.8% | +5.7% | -19.5% | -15.9% |
| 3M | -6.9% | +6.6% | -13.5% | -10.0% |
| 6M | +11.9% | +7.7% | +4.3% | +6.6% |
| YTD | +6.9% | +36.2% | -29.3% | -8.6% |
| 1Y | +7.4% | +50.5% | -43.1% | -12.4% |
| 3Y | +345.6% | +53.4% | +292.2% | +249.8% |
| 5Y | +718.9% | +254.2% | +464.7% | +295.7% |
| 10Y | +2,755.4% | +177.9% | +2,577.5% | +1,359.4% |
| All | +32,355.3% | +332.4% | +32,022.9% | +11,005.1% |
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