+207.2%
CVX vs AMT
+94.9%
+112.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +13.4% | +1.8% | +11.6% | +12.8% |
| 3M | +11.8% | -6.2% | +18.0% | +13.5% |
| 6M | +12.4% | -5.0% | +17.4% | +13.3% |
| YTD | +41.5% | +2.1% | +39.4% | +39.6% |
| 1Y | +41.6% | -5.7% | +47.3% | +42.5% |
| 3Y | +42.2% | +7.9% | +34.3% | +33.2% |
| 5Y | +166.0% | -32.3% | +198.3% | +188.7% |
| 10Y | +207.2% | +95.0% | +112.2% | +157.4% |
| All | +207.2% | +94.9% | +112.3% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling