+214.5%
CVX vs AMT
+136.5%
+78.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -1.0% | +6.8% | -7.8% | -2.7% |
| 3M | +12.2% | +11.2% | +1.0% | +8.9% |
| 6M | +20.3% | +12.5% | +7.9% | +16.1% |
| YTD | +48.3% | +12.5% | +35.8% | +42.3% |
| 1Y | +46.9% | +10.1% | +36.8% | +41.8% |
| 3Y | +73.1% | +16.0% | +57.1% | +59.5% |
| 5Y | +135.2% | -17.2% | +152.4% | +138.3% |
| All | +214.5% | +136.5% | +78.1% | +159.8% |
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