+4,790.9%
CVX vs AME
+18,892.6%
-14,101.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -0.8% | -4.1% | +3.3% | +0.3% |
| 3M | +9.4% | -6.3% | +15.7% | +11.3% |
| 6M | +17.5% | +3.5% | +14.0% | +15.0% |
| YTD | +43.8% | +17.3% | +26.6% | +34.0% |
| 1Y | +41.9% | +22.0% | +19.9% | +30.3% |
| 3Y | +69.1% | +62.0% | +7.1% | +39.3% |
| 5Y | +128.3% | +78.5% | +49.8% | +80.0% |
| 10Y | +204.9% | +441.6% | -236.7% | +72.9% |
| All | +4,790.9% | +18,892.6% | -14,101.7% | +1,592.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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